Banco de Sabadell SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.89% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7688 | 2.88 | |
| 0.1204 | 6.33 | |
| 0.7784 | 22.88 | |
| 0.1402 | 1.50 | |
| -0.0902 | -0.73 | |
| -0.1148 | -1.53 | |
| 0.0781 | 0.99 | |
| -0.0571 | -0.81 | |
| 0.1355 | 2.51 | |
| -0.2211 | -4.96 | |
| 0.1945 | 4.97 |
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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