Banco DE Sabadell SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.28% (-5.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5275 | 7.89 | |
| 0.1181 | 3.30 | |
| 0.7329 | 8.80 | |
| 0.0288 | 4.34 |
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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