Santander BanCorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1711 | 14.88 | |
| 0.4946 | 13.75 | |
| 0.0364 | 1.80 | |
| 0.0921 | 1.23 | |
| 0.1590 | 1.67 | |
| 0.8398 | 8.57 |
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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