BBVA USA Bancshares Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9389 | 9.03 | |
| 0.1286 | 4.56 | |
| 0.7417 | 15.32 | |
| -0.0392 | -0.61 | |
| -0.0210 | -0.21 | |
| 0.1734 | 2.25 | |
| -0.1544 | -2.14 | |
| -0.0848 | -1.19 | |
| 0.2369 | 2.44 | |
| -0.1141 | -1.21 |
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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