Elecnor SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.81% (+5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3306 | 17.36 | |
| 0.1336 | 11.46 | |
| 0.7626 | 71.77 | |
| 0.0367 | 2.15 |
Estimation Period:
Dec 26, 1991 to Feb 6, 2026
Dec 26, 1991 to Feb 6, 2026
News Impact Curve
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