Indra Sistemas SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.01% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0366 | 6.05 | |
| 0.1114 | 7.27 | |
| 0.7921 | 27.73 | |
| -0.0627 | -0.75 | |
| 0.0705 | 0.57 | |
| 0.0673 | 1.06 | |
| -0.0997 | -2.18 | |
| 0.0701 | 1.45 | |
| -0.1440 | -2.74 | |
| 0.2140 | 3.80 | |
| -0.2679 | -3.83 | |
| 0.4305 | 4.25 |
Estimation Period:
Jan 15, 1990 to Feb 6, 2026
Jan 15, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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