Marfin Popular Bank PCL (Cyprus) Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5672 | 1.46 | |
| 0.2231 | 6.55 | |
| 0.7767 | 22.85 | |
| -0.7022 | -1.46 | |
| 1.0915 | 1.69 | |
| -0.4956 | -1.27 | |
| -0.1228 | -0.38 | |
| 0.3407 | 1.07 | |
| 0.1902 | 0.55 | |
| -0.7473 | -2.37 | |
| 1.0403 | 2.99 | |
| -0.9968 | -2.89 |
Estimation Period:
Dec 15, 1992 to Mar 15, 2013
Dec 15, 1992 to Mar 15, 2013
News Impact Curve
Volatility Forecasts
Other Marfin Popular Bank PCL (Cyprus) Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities