Banco de Sabadell SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.89% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0705 | 19.94 | |
| 0.8495 | 172.25 | |
| 0.0364 | 7.70 | |
| 0.0053 | 3.72 | |
| 0.0346 | 9.80 | |
| 0.9654 | 242.27 |
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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