V-Lab: Bankia SA GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Bankia SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 29th, 2021:45.30% (+1.82%)

Analysis last updated: Friday, March 26, 2021 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	9.7226	5.31
$α$	0.0950	35.78
$β$	0.9861	456.54
$ν$	4	13.34

Estimation Period:
Jul 20, 2011 to Mar 26, 2021