Banco DE Sabadell SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.85% (+7.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6118 | 6.79 | |
| 0.1183 | 3.35 | |
| 0.7321 | 8.81 | |
| 0.0438 | 1.71 |
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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