Santander Holdings USA Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 10.98 | |
| 0.1846 | 29.70 | |
| 0.9825 | 665.68 | |
| -0.0491 | -7.79 |
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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