Caixabank Sa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.58% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 6.62 | |
| 0.0825 | 12.79 | |
| 0.9899 | 548.09 | |
| -0.0391 | -6.25 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
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