Iberdrola Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.58% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0728 | 18.01 | |
| 0.0792 | 12.76 | |
| 0.8833 | 228.49 | |
| 0.0358 | 4.00 |
Estimation Period:
Oct 29, 2004 to Feb 13, 2026
Oct 29, 2004 to Feb 13, 2026
News Impact Curve
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