Banco DE Sabadell SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.61% (+11.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6119 | 13.06 | |
| 0.0883 | 6.55 | |
| 0.7852 | 92.71 | |
| 0.1058 | 3.03 |
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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