Enel Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.30% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0204 | 0.00 | |
| 0.7744 | 0.02 | |
| -0.0204 | -0.00 | |
| 0.9607 | 0.00 | |
| 0.0141 | 0.00 | |
| 0.3663 | 0.00 |
Estimation Period:
Nov 16, 2022 to Feb 6, 2026
Nov 16, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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