Tecnicas Reunidas SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.93% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7304 | 6.03 | |
| 0.0736 | 4.76 | |
| 0.8816 | 45.18 | |
| -0.1706 | -2.26 | |
| 0.1772 | 1.60 | |
| 0.0750 | 0.86 | |
| -0.1395 | -1.43 | |
| 0.1500 | 1.52 | |
| -0.2253 | -1.96 | |
| 0.1878 | 2.04 |
Estimation Period:
Jun 21, 2006 to Feb 6, 2026
Jun 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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