Santander BanCorp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 13.28 | |
| 0.0956 | 21.77 | |
| 0.9044 | 215.63 | |
| 0.2120 | 7.57 | |
| 1.6711 | 24.78 |
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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