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Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 19, 2023 at 02:29 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 SGARCH
paramt-stat
ω1.05493.01
α0.16276.11
β0.788025.80
γ11.14104.01
γ2-1.6759-3.13
γ31.01461.76
γ4-1.4489-2.88
γ51.72323.42
γ6-1.0490-2.46
γ70.49191.45
γ8-0.1153-0.30
γ9-0.5015-0.98
γ100.89121.03
Estimation Period:
Dec 13, 1991 to May 12, 2023
Impact of return on volatility tomorrow
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