Santander BanCorp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 11.93 | |
| 0.1001 | 27.97 | |
| 0.8999 | 266.09 |
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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