CaixaBank SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.87% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1250 | 11.19 | |
| 0.0527 | 12.05 | |
| 0.9046 | 172.71 | |
| 0.0318 | 4.59 |
Estimation Period:
Oct 10, 2007 to Feb 6, 2026
Oct 10, 2007 to Feb 6, 2026
News Impact Curve
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