Repsol SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.07% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8488 | 6.26 | |
| 0.0769 | 8.76 | |
| 0.9070 | 101.68 | |
| -0.0004 | -0.50 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts