Grifols SA MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
36.17%
decreased by 0.62%
1 Week
36.09%
decreased by 0.70%
1 Month
36.81%
increased by 0.02%
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 | |
|---|---|---|
| 21 | ||
| 0.0217 | 6.07 | |
| 0.9630 | 228.70 | |
| 0.0246 | 8.79 | |
| 6.1097 | 0.08 | |
| 0.1564 | 0.09 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 2, 2011 to Jun 5, 2026
Jun 2, 2011 to Jun 5, 2026
Other MF2-GARCH Analyses on Depositary Receipts