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Tecnicas Reunidas SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.93% (-1.09%)
Analysis last updated: Sunday, February 8, 2026 at 03:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tecnicas Reunidas SA S0GARCH
paramt-stat
ω0.73046.03
α0.07364.76
β0.881645.18
γ1-0.1706-2.26
γ20.17721.60
γ30.07500.86
γ4-0.1395-1.43
γ50.15001.52
γ6-0.2253-1.96
γ70.18782.04
Estimation Period:
Jun 21, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts