Renta 4 Banco SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.01% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0625 | 15.56 | |
| 0.2943 | 27.79 | |
| 0.8551 | 69.31 | |
| 0.0205 | 1.69 |
Estimation Period:
Nov 14, 2007 to Feb 6, 2026
Nov 14, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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