Bbva MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.66% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0469 | 10.05 | |
| 0.8618 | 193.06 | |
| 0.0823 | 14.00 | |
| 1.3206 | 0.23 | |
| 0.7819 | 0.23 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 5, 2007 to Feb 6, 2026
Feb 5, 2007 to Feb 6, 2026
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