Enel SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.24% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 20.85 | |
| 0.0564 | 13.61 | |
| 0.8711 | 298.01 | |
| 0.0944 | 12.60 |
Estimation Period:
Nov 1, 1999 to Feb 6, 2026
Nov 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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