Intercos S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.46% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9635 | 15.30 | |
| 0.1742 | 5.63 | |
| 0.0642 | 1.21 | |
| -0.1066 | -2.72 |
Estimation Period:
Nov 2, 2021 to Feb 6, 2026
Nov 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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