Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0398 | 6.54 | |
| 0.1349 | 5.60 | |
| 0.7594 | 21.64 | |
| -0.0266 | -0.61 | |
| 0.0876 | 1.16 | |
| -0.2189 | -2.14 |
Estimation Period:
Sep 26, 2012 to Apr 28, 2023
Sep 26, 2012 to Apr 28, 2023
News Impact Curve
Volatility Forecasts
Other Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand Analyses
Other Spline-GARCH Analyses on Depositary Receipts