Banco de Valencia SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 2.45 | |
| 0.0531 | 7.90 | |
| 1.0000 | 375.94 | |
| 0.0015 | 0.10 |
Estimation Period:
Nov 9, 1990 to Jul 19, 2013
Nov 9, 1990 to Jul 19, 2013
News Impact Curve
Volatility Forecasts
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