V-Lab: Banco Popular Espanol SA AGARCH Volatility Analysis

V-Lab

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V-Lab

Banco Popular Espanol SA AGARCH Volatility Analysis

Volatility Prediction for Wednesday, June 7th, 2017:146.41% (-5.53%)

Analysis last updated: Tuesday, June 6, 2017 at 04:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0125	6.62
$α$	0.0700	41.07
$β$	0.9275	542.41
$γ$	0.3901	12.09

Estimation Period:
Jan 1, 1990 to Jun 2, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts