Indra Sistemas Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.53% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9743 | 5.86 | |
| 0.0878 | 6.79 | |
| 0.8500 | 43.63 | |
| -0.1559 | -3.47 | |
| 0.2353 | 3.57 | |
| -0.0820 | -1.59 | |
| 0.0408 | 0.80 | |
| -0.1242 | -2.49 | |
| 0.1644 | 2.85 | |
| -0.1368 | -1.85 | |
| 0.0811 | 1.37 |
Estimation Period:
Jul 1, 1999 to Feb 6, 2026
Jul 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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