Agricultural Bank of Greece Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4673 | 3.89 | |
| 0.2691 | 3.80 | |
| 0.5380 | 6.17 | |
| 0.9051 | 1.28 | |
| -1.0429 | -0.96 | |
| 0.2574 | 0.38 | |
| -0.9549 | -2.34 | |
| 2.0230 | 5.60 | |
| -1.9669 | -5.51 | |
| 1.4689 | 3.78 | |
| -1.3961 | -2.19 |
Estimation Period:
Jan 18, 2001 to Jul 30, 2012
Jan 18, 2001 to Jul 30, 2012
News Impact Curve
Volatility Forecasts
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