V-Lab
BM Bank JSC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 16th, 2015:41.08% (-2.73%)
Analysis last updated: Monday, March 1, 2021 at 08:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2988 | 15.16 | |
| 0.4576 | 31.06 | |
| 0.8618 | 91.19 | |
| -0.0271 | -1.87 |
Estimation Period:
Dec 16, 2004 to Dec 11, 2015
Dec 16, 2004 to Dec 11, 2015