Banco DE Sabadell SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.25% (-5.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6493 | 11.15 | |
| 0.1434 | 16.85 | |
| 0.7768 | 77.85 |
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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