Banco de Sabadell SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.15% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 24.37 | |
| 0.1597 | 44.30 | |
| 0.9871 | 1,371.00 | |
| -0.0332 | -10.07 |
Estimation Period:
Apr 17, 2001 to Feb 6, 2026
Apr 17, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Banco de Sabadell SA Analyses
Other EGARCH Analyses on International Equities