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Banco de Sabadell SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.57% (-4.30%)
Analysis last updated: Thursday, February 12, 2026 at 12:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banco de Sabadell SA SGARCH
paramt-stat
ω0.76302.91
α0.11926.25
β0.776222.26
γ10.13811.49
γ2-0.0855-0.70
γ3-0.1221-1.64
γ40.08911.14
γ5-0.0727-1.05
γ60.16163.06
γ7-0.2739-5.50
γ80.32433.81
Estimation Period:
Apr 17, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts