BBVA USA Bancshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 7.79 | |
| 0.1805 | 30.48 | |
| 0.9702 | 326.11 | |
| -0.0262 | -2.52 |
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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