Enagas SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.14% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1290 | 20.36 | |
| 0.0987 | 13.78 | |
| 0.8253 | 141.99 | |
| 0.0272 | 2.45 |
Estimation Period:
Jun 26, 2002 to Feb 6, 2026
Jun 26, 2002 to Feb 6, 2026
News Impact Curve
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