Bbva GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.06% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1306 | 12.97 | |
| 0.0252 | 2.77 | |
| 0.9198 | 126.46 | |
| 0.0718 | 7.68 |
Estimation Period:
Feb 5, 2007 to Feb 6, 2026
Feb 5, 2007 to Feb 6, 2026
News Impact Curve
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