Bbva GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.89% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.8296 | 9.48 | |
| 0.0700 | 69.29 | |
| 0.9978 | 4,089.46 | |
| 4.1042 | 81.26 |
Estimation Period:
Feb 5, 2007 to Feb 6, 2026
Feb 5, 2007 to Feb 6, 2026
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