Marfin Popular Bank PCL (Cyprus) GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 5.75 | |
| 0.0818 | 6.56 | |
| 0.9176 | 140.79 | |
| 0.0013 | 0.07 |
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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