Santander BanCorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 7.88 | |
| 0.1415 | 41.60 | |
| 0.8708 | 300.07 | |
| 0.2662 | 4.35 |
Estimation Period:
Nov 18, 1998 to Jul 29, 2010
Nov 18, 1998 to Jul 29, 2010
News Impact Curve
Volatility Forecasts
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