BBVA USA Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8790 | 8.34 | |
| 0.1343 | 4.51 | |
| 0.7558 | 17.10 | |
| -0.1066 | -3.06 | |
| 0.1784 | 3.20 | |
| -0.1133 | -2.62 | |
| -0.0079 | -0.22 | |
| 0.1724 | 2.49 |
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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