Bankia SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3405 | 2.86 | |
| 0.1891 | 5.96 | |
| 0.6402 | 13.49 | |
| 1.4560 | 1.47 | |
| -4.5036 | -3.18 | |
| 4.5855 | 5.08 | |
| -1.0213 | -1.20 | |
| -1.8289 | -1.64 | |
| 2.1526 | 1.98 | |
| -0.7284 | -0.97 | |
| 0.0218 | 0.04 | |
| -0.4859 | -1.00 |
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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