Caixabank SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.36% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 7.28 | |
| 0.1138 | 11.29 | |
| 0.9712 | 224.72 | |
| -0.0498 | -10.16 |
Estimation Period:
Oct 10, 2007 to Feb 13, 2026
Oct 10, 2007 to Feb 13, 2026
News Impact Curve
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