Repsol Sa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.35% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 3.92 | |
| 0.0935 | 27.13 | |
| 0.9872 | 649.04 | |
| -0.0624 | -15.63 |
Estimation Period:
Apr 19, 1999 to Feb 6, 2026
Apr 19, 1999 to Feb 6, 2026
News Impact Curve
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