V-Lab: Elecnor SA MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Elecnor SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:23.04% (-0.21%)

Analysis last updated: Saturday, May 4, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.1639	17.86
$β$	0.5124	23.87
$γ$	0.0557	3.99
$λ_{1}$	1.4966	0.49
$λ_{2}$	0.5237	0.47
$λ_{3}$	0.0000	0.00

Estimation Period:
Dec 26, 1991 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts