Banco DE Sabadell SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.69% (-5.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5041 | 12.49 | |
| 0.1418 | 18.53 | |
| 0.7793 | 93.26 | |
| 1.1038 | 8.83 |
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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