Bankinter SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.60% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9302 | 2.64 | |
| 0.2946 | 2.88 | |
| 0.3825 | 2.34 | |
| 387.4101 | 2.66 | |
| -678.8921 | -2.79 | |
| 566.0369 | 2.60 | |
| -594.3152 | -2.56 | |
| 513.2800 | 3.31 | |
| -221.4550 | -2.98 | |
| -6.0725 | -0.05 | |
| 119.5403 | 0.70 | |
| -110.8064 | -0.78 | |
| -1.3803 | -0.02 |
Estimation Period:
Jan 1, 2020 to Feb 6, 2026
Jan 1, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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