V-Lab
Banco Popular Espanol SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, June 7th, 2017:144.56% (-0.20%)
Analysis last updated: Monday, March 1, 2021 at 06:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 10.85 | |
| 0.1398 | 42.13 | |
| 0.9916 | 1322.19 | |
| -0.0426 | -12.95 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2017
Jan 1, 1990 to Jun 2, 2017
News Impact Curve
Volatility Forecasts
Other Banco Popular Espanol SA Analyses