Unicaja Banco AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.18% (-4.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6943 | 10.77 | |
| 0.3466 | 12.63 | |
| 0.5189 | 25.56 | |
| 0.7341 | 7.07 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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