  We report detection of PSR B0656$+$14 with the Gran Telescopio Canarias in
narrow optical $F657$, $F754$, $F802$, and $F902$ and near-infrared $JHK_s$
bands. The pulsar detection in the $K_s$ band extends its spectrum to 2.2
$\mu$m and confirms its flux increase towards the infrared. We also present a
thorough analysis of the optical spectrum obtained by us with the VLT. For a
consistency check, we revised the pulsar near-infrared and narrow-band
photometry obtained with the \textit{HST}. We find no narrow spectral lines in
the optical spectrum. We compile available near-infrared-optical-UV and
archival 0.3-20keV X-ray data and perform a self-consistent analysis of the
rotation phase-integrated spectrum of the pulsar using unified spectral models.
The spectrum is best fitted by the four-component model including two
blackbodies, describing the thermal emission from the neutron star surface and
its hot polar cap, the broken power-law, originating from the pulsar
magnetosphere, and an absorption line near $\sim$0.5 keV detected previously.
The fit provides better constraints on the model parameters than using only a
single spectral domain. The derived surface temperature is
$T_{NS}^{\infty}=7.9(3)\times10^5$K. The intrinsic radius (7.8-9.9 km) of the
emitting region is smaller than a typical neutron star radius (13km) and
suggests a nonuniform temperature distribution over the star surface. In
contrast, the derived radius of the hot polar cap is about twice as large as
the `canonical' one. The spectrum of the nonthermal emission steepens from the
optical to X-rays and has a break near 0.1 keV. The X-ray data suggest the
presence of another absorption line near 0.3keV.
