Mapfre SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.70% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0563 | 17.73 | |
| 0.0390 | 17.63 | |
| 0.9230 | 475.51 | |
| 0.0505 | 10.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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