Repsol SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.40% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0627 | 17.92 | |
| 0.0431 | 17.95 | |
| 0.9118 | 469.76 | |
| 0.0568 | 10.45 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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