V-Lab: Elecnor SA Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Elecnor SA Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:22.08% (-0.27%)

Analysis last updated: Tuesday, May 7, 2024 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1563	5.10
$α$	0.1927	7.83
$β$	0.6044	13.97
$γ_{1}$	0.0986	3.51
$γ_{2}$	-0.1326	-3.43
$γ_{3}$	0.0393	2.01
$γ_{4}$	0.0075	0.40
$γ_{5}$	-0.0333	-1.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts