Banco de Valencia SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.14 | |
| 0.0318 | 6.01 | |
| 0.9841 | 387.29 | |
| -0.0318 | -5.44 |
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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