Elecnor SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.72% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3298 | 17.33 | |
| 0.1334 | 11.46 | |
| 0.7629 | 71.82 | |
| 0.0365 | 2.14 |
Estimation Period:
Dec 26, 1991 to Jan 30, 2026
Dec 26, 1991 to Jan 30, 2026
News Impact Curve
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