BBVA USA Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 7.92 | |
| 0.0581 | 12.58 | |
| 0.9081 | 286.38 | |
| 0.0475 | 4.59 |
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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