CaixaBank SA GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
25.83%
increased by 0.84%
1 Week
26.33%
increased by 1.34%
1 Month
27.93%
increased by 2.94%
Analysis last updated: Thursday, May 21, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1237 | 11.01 | |
| 0.0513 | 12.03 | |
| 0.9057 | 174.34 | |
| 0.0324 | 4.72 |
Estimation Period:
Oct 10, 2007 to May 15, 2026
Oct 10, 2007 to May 15, 2026
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