What is the story behind El Ãngel Caido in El Parque del Retiro, Madrid?

My culture teacher was talking about how its different than all the other statues in the entire park, or the world, but he was talking too fast for me to understand why. Also, he was saying something about how if you went there at night, and you were robbed, if you ran towards the statue that the robbers wouldn’t bother you or something.

Does anyone know why people are afraid of it, or why it’s even there? Is there a superstition about it, or rumors about its background?

I asked some other teachers that live here, and they said that they didn’t know, by the way.