Mapfre SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.40% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9153 | 5.94 | |
| 0.0733 | 8.36 | |
| 0.8951 | 74.00 | |
| -0.0871 | -2.50 | |
| 0.1604 | 3.03 | |
| -0.1493 | -4.30 | |
| 0.1575 | 5.43 | |
| -0.1490 | -5.75 | |
| 0.0926 | 3.41 | |
| -0.0196 | -0.70 | |
| -0.0088 | -0.41 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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