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Banco de Sabadell SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.89% (-0.28%)
Analysis last updated: Sunday, February 15, 2026 at 02:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banco de Sabadell SA S0GARCH
paramt-stat
ω0.76882.88
α0.12046.33
β0.778422.88
γ10.14021.50
γ2-0.0902-0.73
γ3-0.1148-1.53
γ40.07810.99
γ5-0.0571-0.81
γ60.13552.51
γ7-0.2211-4.96
γ80.19454.97
Estimation Period:
Apr 17, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts