V-Lab
BM Bank JSC GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 16th, 2015:35.27% (-1.46%)
Analysis last updated: Monday, March 1, 2021 at 08:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2532 | 11.43 | |
| 0.1702 | 17.59 | |
| 0.8126 | 83.95 |
Estimation Period:
Dec 16, 2004 to Dec 11, 2015
Dec 16, 2004 to Dec 11, 2015