BBVA USA Bancshares Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 11.20 | |
| 0.1072 | 32.33 | |
| 0.8732 | 279.17 | |
| 0.1757 | 5.49 |
Estimation Period:
Jan 2, 1990 to Sep 6, 2007
Jan 2, 1990 to Sep 6, 2007
News Impact Curve
Volatility Forecasts
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