Banco de Sabadell SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.82% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8303 | 7.92 | |
| 0.0578 | 74.64 | |
| 0.9973 | 3,126.18 | |
| 3.9499 | 60.46 |
Estimation Period:
Apr 17, 2001 to Feb 6, 2026
Apr 17, 2001 to Feb 6, 2026
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