V-Lab: Banco Popular Espanol SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Banco Popular Espanol SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 7th, 2017:116.20% (+0.68%)

Analysis last updated: Monday, March 1, 2021 at 07:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5205	7.13
$α$	0.0661	59.78
$β$	0.9957	1800.51
$ν$	6	16.84

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