Banco Popular Espanol SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9080 | 4.25 | |
| 0.0821 | 8.94 | |
| 0.8919 | 75.22 | |
| -0.0235 | -0.39 | |
| 0.0909 | 1.05 | |
| -0.1653 | -3.54 | |
| 0.1685 | 3.59 | |
| -0.0350 | -0.65 | |
| -0.1149 | -2.40 | |
| 0.2025 | 3.05 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2017
Jan 1, 1990 to Jun 2, 2017
News Impact Curve
Volatility Forecasts
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