V-Lab
Bankia SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 29th, 2021:36.48% (-0.61%)
Analysis last updated: Friday, March 26, 2021 at 07:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0813 | 4.65 | |
| 0.0455 | 8.89 | |
| 0.8957 | 284.33 | |
| 0.1178 | 8.82 |
Estimation Period:
Jul 20, 2011 to Mar 26, 2021
Jul 20, 2011 to Mar 26, 2021