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Caixabank Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.86% (-0.45%)
Analysis last updated: Thursday, February 12, 2026 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Caixabank Sa S0GARCH
paramt-stat
ω0.78333.44
α0.05472.13
β0.74476.32
γ10.47300.34
γ2-0.5576-0.29
γ30.79880.63
γ4-2.9636-2.14
γ54.63823.95
γ6-4.1093-4.55
γ72.12802.17
γ80.47980.49
γ9-1.7972-2.20
γ101.24372.22
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts