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Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 19, 2023 at 02:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand S0GARCH
paramt-stat
ω1.05222.99
α0.16376.14
β0.789026.06
γ11.10063.86
γ2-1.6058-2.97
γ30.96111.65
γ4-1.4093-2.76
γ51.69903.33
γ6-1.0419-2.41
γ70.51521.49
γ8-0.2049-0.52
γ9-0.2932-0.61
γ100.45311.20
Estimation Period:
Dec 13, 1991 to May 12, 2023
Impact of return on volatility tomorrow
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