Banco Bilbao Vizcaya Argenta GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.11% (+3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1569 | 247.50 | |
| 0.9990 | 5,708.57 | |
| 3.7393 | 274.40 |
Estimation Period:
Sep 20, 1999 to Feb 6, 2026
Sep 20, 1999 to Feb 6, 2026
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