Bbva Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.35% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9508 | 3.73 | |
| 0.0916 | 4.72 | |
| 0.8693 | 40.38 | |
| 0.0170 | 3.00 |
Estimation Period:
Feb 5, 2007 to Feb 6, 2026
Feb 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities