Grifols SA EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
37.86%
decreased by 1.93%
1 Week
38.20%
decreased by 1.59%
1 Month
39.50%
decreased by 0.29%
Analysis last updated: Tuesday, June 9, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 9.33 | |
| 0.1428 | 16.91 | |
| 0.9889 | 583.06 | |
| -0.0206 | -3.85 |
Estimation Period:
Jun 2, 2011 to Jun 5, 2026
Jun 2, 2011 to Jun 5, 2026
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