Voltalia GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.74% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3212 | 10.51 | |
| 0.1186 | 10.18 | |
| 0.8646 | 119.27 | |
| -0.0287 | -1.60 |
Estimation Period:
Mar 27, 2019 to Feb 6, 2026
Mar 27, 2019 to Feb 6, 2026
News Impact Curve
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