Bankia SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0813 | 4.65 | |
| 0.0455 | 8.89 | |
| 0.8957 | 284.33 | |
| 0.1178 | 8.82 |
Estimation Period:
Jul 20, 2011 to Mar 26, 2021
Jul 20, 2011 to Mar 26, 2021
News Impact Curve
Volatility Forecasts
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