Banco Popular Espanol SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 11.30 | |
| 0.0380 | 18.33 | |
| 0.9350 | 573.64 | |
| 0.0536 | 11.22 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2017
Jan 1, 1990 to Jun 2, 2017
News Impact Curve
Volatility Forecasts
Other Banco Popular Espanol SA Analyses
Other GJR-GARCH Analyses on International Equities