Iberpapel Gestion SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.31% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9776 | 3.83 | |
| 0.1914 | 6.00 | |
| 0.6313 | 11.89 | |
| -0.1256 | -0.94 | |
| 0.1026 | 0.56 | |
| 0.0889 | 0.83 | |
| -0.0460 | -0.48 | |
| -0.0929 | -0.90 | |
| 0.2270 | 1.78 | |
| -0.3893 | -2.56 | |
| 0.4953 | 2.77 |
Estimation Period:
Dec 11, 2006 to Feb 6, 2026
Dec 11, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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