Banco Pastor SA GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1068 | 18.59 | |
| 0.1869 | 28.64 | |
| 0.7872 | 131.47 |
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 GARCH Analyses on International Equities