Unicaja Banco EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.95% (-7.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3495 | 10.15 | |
| 0.6203 | 16.46 | |
| 0.7862 | 31.77 | |
| -0.2069 | -5.36 |
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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