Repsol Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.26% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5203 | 5.70 | |
| 0.0595 | 6.34 | |
| 0.9206 | 88.60 | |
| 0.0505 | 3.73 | |
| -0.0758 | -3.97 | |
| 0.0419 | 3.39 | |
| -0.0237 | -2.83 |
Estimation Period:
Apr 19, 1999 to Feb 13, 2026
Apr 19, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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