Skip to main content
V-Lab

Marfin Popular Bank PCL (Cyprus) Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marfin Popular Bank PCL (Cyprus) S0GARCH
paramt-stat
ω2.56721.46
α0.22316.55
β0.776722.85
γ1-0.7022-1.46
γ21.09151.69
γ3-0.4956-1.27
γ4-0.1228-0.38
γ50.34071.07
γ60.19020.55
γ7-0.7473-2.37
γ81.04032.99
γ9-0.9968-2.89
Estimation Period:
Dec 15, 1992 to Mar 15, 2013
Impact of return on volatility tomorrow
Volatility Forecasts