Banco Bilbao Vizcaya Argenta GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.94% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 3.74 | |
| 0.0475 | 11.64 | |
| 0.9396 | 537.82 | |
| 0.0259 | 3.07 |
Estimation Period:
Sep 20, 1999 to Feb 13, 2026
Sep 20, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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