Miquel y Costas & Miquel SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.03% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1295 | 21.00 | |
| 0.0638 | 14.50 | |
| 0.8654 | 214.41 | |
| 0.0691 | 7.32 |
Estimation Period:
Nov 28, 1996 to Feb 6, 2026
Nov 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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