BBVA USA Bancshares Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0603 | 12.47 | |
| 0.0937 | 33.62 | |
| 0.8874 | 294.72 |
Estimation Period:
Jan 2, 1990 to Sep 6, 2007
Jan 2, 1990 to Sep 6, 2007
News Impact Curve
Volatility Forecasts
Other BBVA USA Bancshares Inc Analyses
Other GARCH Analyses on Equities