Agricultural Bank of Greece Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4640 | 3.87 | |
| 0.2686 | 3.81 | |
| 0.5430 | 6.27 | |
| 0.8875 | 1.25 | |
| -1.0185 | -0.93 | |
| 0.2425 | 0.35 | |
| -0.9334 | -2.28 | |
| 1.9860 | 5.49 | |
| -1.8953 | -5.44 | |
| 1.3189 | 4.11 | |
| -1.0396 | -4.39 |
Estimation Period:
Jan 18, 2001 to Jul 30, 2012
Jan 18, 2001 to Jul 30, 2012
News Impact Curve
Volatility Forecasts
Other Agricultural Bank of Greece Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities