Banco Pastor SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1104 | 19.68 | |
| 0.1951 | 28.01 | |
| 0.7793 | 125.65 | |
| -0.0743 | -2.14 |
Estimation Period:
Jan 1, 1990 to Mar 9, 2012
Jan 1, 1990 to Mar 9, 2012
News Impact Curve
Volatility Forecasts
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