Iberpapel Gestion SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.81% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2871 | 17.84 | |
| 0.0908 | 15.31 | |
| 0.7683 | 92.56 | |
| 0.0598 | 4.34 |
Estimation Period:
Nov 28, 1997 to Feb 6, 2026
Nov 28, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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