CaixaBank SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.08% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6640 | 7.10 | |
| 0.1325 | 3.84 | |
| 0.7162 | 14.11 | |
| -0.8038 | -4.14 | |
| 1.4124 | 4.52 | |
| -1.0411 | -4.80 | |
| 0.6808 | 2.99 | |
| -0.5055 | -2.03 | |
| 0.5621 | 2.89 | |
| -0.4635 | -3.15 | |
| 0.0897 | 0.68 | |
| 0.1320 | 1.01 | |
| -0.0484 | -0.46 |
Estimation Period:
Oct 10, 2007 to Feb 6, 2026
Oct 10, 2007 to Feb 6, 2026
News Impact Curve
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