Banco DE Sabadell SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.87% (+8.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0606 | 3.93 | |
| 0.1079 | 12.69 | |
| 0.9568 | 81.12 | |
| 4.1084 | 5.63 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
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