Repsol Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.52% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 15.49 | |
| 0.0213 | 13.79 | |
| 0.9384 | 515.02 | |
| 0.0575 | 10.11 |
Estimation Period:
Apr 19, 1999 to Feb 6, 2026
Apr 19, 1999 to Feb 6, 2026
News Impact Curve
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