V-Lab: Bankia SA MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Bankia SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 29th, 2021:37.27% (-0.62%)

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
$m$	106
$α$	0.0281	0.03
$β$	0.9174	0.67
$γ$	0.1089	0.10
$λ_{1}$	8.2548	0.07
$λ_{2}$	0.0000	0.00
$λ_{3}$	1.0000	8.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts