Caixabank SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.05% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1502 | 7.36 | |
| 0.0315 | 7.50 | |
| 0.9143 | 101.42 | |
| 0.0507 | 6.88 |
Estimation Period:
Oct 10, 2007 to Feb 13, 2026
Oct 10, 2007 to Feb 13, 2026
News Impact Curve
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