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Banco Bilbao Vizcaya Argenta Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.21% (-3.66%)
Analysis last updated: Wednesday, February 11, 2026 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banco Bilbao Vizcaya Argenta S0GARCH
paramt-stat
ω0.76777,676,560.00
α0.14151,414,770.00
β0.85858,585,220.00
γ1-2.0975-20,974,960.00
γ211.4409114,409,000.00
γ3-44.6826-446,826,300.00
γ436.6886366,886,400.00
γ593.8732938,732,000.00
γ6-185.7172-1,857,172,000.00
γ7113.22901,132,290,000.00
Estimation Period:
Sep 20, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts