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Banco Bilbao Vizcaya Argenta Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.48% (-1.82%)
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 SGARCH
paramt-stat
ω26.3429263,428,600.00
α0.13181,317,840.00
β0.81928,191,830.00
γ1-1.7826-17,825,970.00
γ23.176731,766,610.00
γ3-42.1315-421,314,700.00
γ4129.20431,292,043,000.00
γ5-140.9165-1,409,165,000.00
γ644.1342441,341,800.00
Estimation Period:
Sep 20, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts