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V-Lab

Caixabank Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.15% (+1.02%)
Analysis last updated: Friday, February 13, 2026 at 07:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Caixabank Sa SGARCH
paramt-stat
ω0.78683.46
α0.05472.11
β0.74616.25
γ10.51350.37
γ2-0.6310-0.33
γ30.86830.69
γ4-3.0397-2.20
γ54.71384.03
γ6-4.1696-4.61
γ72.15842.19
γ80.48860.50
γ9-1.8623-2.01
γ101.43370.88
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts