Caixabank Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.15% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7868 | 3.46 | |
| 0.0547 | 2.11 | |
| 0.7461 | 6.25 | |
| 0.5135 | 0.37 | |
| -0.6310 | -0.33 | |
| 0.8683 | 0.69 | |
| -3.0397 | -2.20 | |
| 4.7138 | 4.03 | |
| -4.1696 | -4.61 | |
| 2.1584 | 2.19 | |
| 0.4886 | 0.50 | |
| -1.8623 | -2.01 | |
| 1.4337 | 0.88 |
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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