Mapfre SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.31% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 14.31 | |
| 0.1339 | 34.95 | |
| 0.9842 | 1,105.85 | |
| -0.0433 | -12.18 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities