Mapfre SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.86% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0456 | 19.16 | |
| 0.8688 | 149.14 | |
| 0.0615 | 14.50 | |
| 0.0223 | 5.10 | |
| 0.0262 | 4.47 | |
| 0.9679 | 139.82 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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