Caixabank SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.80% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0779 | 8.95 | |
| 0.1688 | 15.78 | |
| 0.9529 | 209.88 | |
| -0.0558 | -6.42 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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