Skip to main content
V-Lab

Agricultural Bank of Greece Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Agricultural Bank of Greece S0GARCH
paramt-stat
ω0.46403.87
α0.26863.81
β0.54306.27
γ10.88751.25
γ2-1.0185-0.93
γ30.24250.35
γ4-0.9334-2.28
γ51.98605.49
γ6-1.8953-5.44
γ71.31894.11
γ8-1.0396-4.39
Estimation Period:
Jan 18, 2001 to Jul 30, 2012
Impact of return on volatility tomorrow
Volatility Forecasts