V-Lab
Banco Popular Espanol SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 7th, 2017:166.12% (-2.68%)
Analysis last updated: Monday, March 1, 2021 at 05:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 11.30 | |
| 0.0380 | 18.33 | |
| 0.9350 | 573.64 | |
| 0.0536 | 11.22 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2017
Jan 1, 1990 to Jun 2, 2017
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