Caixabank SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.82% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3813 | 13.22 | |
| 0.0609 | 8.73 | |
| 0.7940 | 80.95 | |
| 0.1258 | 6.06 |
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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