Santander Holdings USA Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1190 | 9.24 | |
| 0.0725 | 11.16 | |
| 0.8664 | 242.15 | |
| 0.1205 | 4.54 |
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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