Marfin Popular Bank PCL (Cyprus) EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 5.32 | |
| 0.1268 | 7.34 | |
| 0.9952 | 496.34 | |
| -0.0045 | -0.34 |
Estimation Period:
Dec 15, 1992 to Mar 15, 2013
Dec 15, 1992 to Mar 15, 2013
News Impact Curve
Volatility Forecasts
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