Caixabank Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.75% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0534 | 5.14 | |
| 0.0149 | 7.40 | |
| 0.9509 | 246.22 | |
| 0.0432 | 7.71 |
Estimation Period:
Oct 4, 2017 to Feb 13, 2026
Oct 4, 2017 to Feb 13, 2026
News Impact Curve
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