Repsol SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.73% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0546 | 17.16 | |
| 0.7956 | 76.12 | |
| 0.0753 | 14.15 | |
| 0.0337 | 3.45 | |
| 0.0507 | 3.75 | |
| 0.9398 | 60.50 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts