Enel Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.27% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 19.24 | |
| 0.0495 | 12.98 | |
| 0.8959 | 326.36 | |
| 0.0696 | 9.70 |
Estimation Period:
Jun 25, 2004 to Feb 6, 2026
Jun 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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