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CaixaBank SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.08% (-1.32%)
Analysis last updated: Thursday, February 12, 2026 at 10:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CaixaBank SA S0GARCH
paramt-stat
ω0.66407.10
α0.13253.84
β0.716214.11
γ1-0.8038-4.14
γ21.41244.52
γ3-1.0411-4.80
γ40.68082.99
γ5-0.5055-2.03
γ60.56212.89
γ7-0.4635-3.15
γ80.08970.68
γ90.13201.01
γ10-0.0484-0.46
Estimation Period:
Oct 10, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts