Iberdrola SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.30% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0609 | 28.21 | |
| 0.0860 | 15.90 | |
| 0.8633 | 274.77 | |
| 0.0574 | 6.67 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities