Caixabank SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.82% (-4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7900 | 5.05 | |
| 0.1231 | 2.62 | |
| 0.6535 | 5.56 | |
| -2.7459 | -4.11 | |
| 4.4963 | 4.80 | |
| -3.2256 | -5.58 | |
| 2.6799 | 4.76 | |
| -1.8285 | -2.67 | |
| 0.7543 | 0.61 |
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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