Caixabank SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.83% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0402 | 5.25 | |
| 0.6898 | 36.87 | |
| 0.1138 | 11.38 | |
| 1.5726 | 0.18 | |
| 0.5025 | 0.19 | |
| 0.0000 | 0.00 |
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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