Banco de Sabadell SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.57% (-4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7630 | 2.91 | |
| 0.1192 | 6.25 | |
| 0.7762 | 22.26 | |
| 0.1381 | 1.49 | |
| -0.0855 | -0.70 | |
| -0.1221 | -1.64 | |
| 0.0891 | 1.14 | |
| -0.0727 | -1.05 | |
| 0.1616 | 3.06 | |
| -0.2739 | -5.50 | |
| 0.3243 | 3.81 |
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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