Santander BanCorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0108 | 2.56 | |
| 0.1161 | 6.71 | |
| 0.8752 | 49.05 | |
| 0.4207 | 2.83 | |
| -0.7046 | -2.97 | |
| 0.6459 | 2.47 | |
| -1.2715 | -2.94 |
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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