Banco de Sabadell SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.33% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 16.08 | |
| 0.0519 | 18.57 | |
| 0.9260 | 567.05 | |
| 0.0441 | 7.16 |
Estimation Period:
Apr 17, 2001 to Feb 6, 2026
Apr 17, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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