Iberpapel Gestion SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.45% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5702 | 6.95 | |
| 0.1530 | 7.86 | |
| 0.5922 | 11.64 | |
| -0.0163 | -0.57 | |
| 0.1153 | 2.60 | |
| -0.1729 | -4.50 | |
| 0.0825 | 2.20 | |
| 0.0162 | 0.56 | |
| -0.0569 | -2.40 | |
| 0.0494 | 2.84 |
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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