CaixaBank SA MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
28.61%
increased by 2.74%
1 Week
29.33%
increased by 3.46%
1 Month
30.04%
increased by 4.17%
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 | |
|---|---|---|
| 46 | ||
| 0.1362 | 11.11 | |
| 0.6161 | 19.44 | |
| 0.0065 | 0.47 | |
| 0.3092 | 0.72 | |
| 0.1862 | 0.73 | |
| 0.7430 | 2.08 |
Estimation Period:
Oct 10, 2007 to May 15, 2026
Oct 10, 2007 to May 15, 2026
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