Banco de Sabadell SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.42% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 11.08 | |
| 0.0732 | 38.31 | |
| 0.9268 | 561.03 |
Estimation Period:
Apr 17, 2001 to Feb 13, 2026
Apr 17, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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