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Caixabank SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.13% (-4.82%)
Analysis last updated: Sunday, February 8, 2026 at 12:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Caixabank SA S0GARCH
paramt-stat
ω0.79125.06
α0.12322.61
β0.65355.66
γ1-2.7399-4.10
γ24.48824.79
γ3-3.2257-5.61
γ42.69235.02
γ5-1.8667-3.59
γ60.86692.13
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts