Caixabank Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.86% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7833 | 3.44 | |
| 0.0547 | 2.13 | |
| 0.7447 | 6.32 | |
| 0.4730 | 0.34 | |
| -0.5576 | -0.29 | |
| 0.7988 | 0.63 | |
| -2.9636 | -2.14 | |
| 4.6382 | 3.95 | |
| -4.1093 | -4.55 | |
| 2.1280 | 2.17 | |
| 0.4798 | 0.49 | |
| -1.7972 | -2.20 | |
| 1.2437 | 2.22 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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