Santander Holdings USA Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0752 | 7.48 | |
| 0.0992 | 32.59 | |
| 0.8889 | 303.29 | |
| 0.5858 | 10.72 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2009
Jan 2, 1990 to Jan 29, 2009
News Impact Curve
Volatility Forecasts
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