Caixabank SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.13% (-4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7912 | 5.06 | |
| 0.1232 | 2.61 | |
| 0.6535 | 5.66 | |
| -2.7399 | -4.10 | |
| 4.4882 | 4.79 | |
| -3.2257 | -5.61 | |
| 2.6923 | 5.02 | |
| -1.8667 | -3.59 | |
| 0.8669 | 2.13 |
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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