Santander Holdings USA Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0745 | 12.96 | |
| 0.0899 | 29.60 | |
| 0.9038 | 300.08 |
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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