Caixabank Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.97% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 6.82 | |
| 0.0426 | 14.27 | |
| 0.9467 | 224.33 |
Estimation Period:
Oct 4, 2017 to Feb 13, 2026
Oct 4, 2017 to Feb 13, 2026
News Impact Curve
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