Bankia SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3914 | 3.38 | |
| 0.1863 | 5.81 | |
| 0.6107 | 10.94 | |
| 3.0774 | 2.84 | |
| -7.0388 | -4.52 | |
| 5.3169 | 5.63 | |
| -0.6428 | -0.77 | |
| -1.0896 | -1.38 | |
| -0.5057 | -0.67 | |
| 2.1892 | 2.13 | |
| -1.9204 | -1.97 | |
| 1.9518 | 1.73 | |
| -5.0780 | -2.42 |
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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