Banco Espanol de Credito SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 8.36 | |
| 0.1060 | 17.14 | |
| 0.8751 | 154.26 | |
| 0.0377 | 2.72 |
Estimation Period:
Jan 1, 1990 to May 3, 2013
Jan 1, 1990 to May 3, 2013
News Impact Curve
Volatility Forecasts
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