Repsol SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.63% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 14.09 | |
| 0.1431 | 40.12 | |
| 0.9828 | 1,043.35 | |
| -0.0475 | -12.06 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts