Enel SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.99% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6108 | 4.18 | |
| 0.1059 | 7.22 | |
| 0.8370 | 38.39 | |
| -0.2350 | -2.77 | |
| 0.3380 | 2.81 | |
| -0.1053 | -1.41 | |
| 0.0088 | 0.15 | |
| -0.0920 | -1.94 | |
| 0.1888 | 4.12 | |
| -0.1926 | -3.97 | |
| 0.1335 | 3.64 |
Estimation Period:
Nov 1, 1999 to Feb 6, 2026
Nov 1, 1999 to Feb 6, 2026
News Impact Curve
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