Repsol SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.33% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 18.98 | |
| 0.0425 | 18.12 | |
| 0.9100 | 415.74 | |
| 0.0646 | 12.28 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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