Bbva EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.60% (+4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 4.57 | |
| 0.0716 | 5.99 | |
| 0.9872 | 479.21 | |
| -0.0544 | -11.05 |
Estimation Period:
Feb 5, 2007 to Feb 13, 2026
Feb 5, 2007 to Feb 13, 2026
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