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Agricultural Bank of Greece Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Agricultural Bank of Greece SGARCH
paramt-stat
ω0.46733.89
α0.26913.80
β0.53806.17
γ10.90511.28
γ2-1.0429-0.96
γ30.25740.38
γ4-0.9549-2.34
γ52.02305.60
γ6-1.9669-5.51
γ71.46893.78
γ8-1.3961-2.19
Estimation Period:
Jan 18, 2001 to Jul 30, 2012
Impact of return on volatility tomorrow
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