Bankinter SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.56% (-6.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8270 | 3.03 | |
| 0.1950 | 1.84 | |
| 0.2106 | 0.82 | |
| 313.0538 | 4.06 | |
| -535.9774 | -4.29 | |
| 399.2602 | 3.64 | |
| -407.8789 | -2.72 | |
| 427.4582 | 2.60 | |
| -293.0776 | -2.27 | |
| 145.3798 | 1.59 | |
| 37.5750 | 0.50 | |
| -313.5337 | -2.45 |
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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