Bbva AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.84% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0809 | 5.82 | |
| 0.0836 | 14.33 | |
| 0.8986 | 133.38 | |
| 0.7015 | 10.52 |
Estimation Period:
Feb 5, 2007 to Feb 6, 2026
Feb 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities