Banco Pastor SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0841 | 22.76 | |
| 0.2835 | 21.85 | |
| 0.9252 | 254.81 | |
| -0.0012 | -0.16 |
Estimation Period:
Jan 1, 1990 to Mar 9, 2012
Jan 1, 1990 to Mar 9, 2012
News Impact Curve
Volatility Forecasts
Other Banco Pastor SA Analyses
Other EGARCH Analyses on International Equities