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Marfin Popular Bank PCL (Cyprus) Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marfin Popular Bank PCL (Cyprus) SGARCH
paramt-stat
ω2.15051.44
α0.18478.14
β0.815036.35
γ1-0.6267-0.77
γ20.75800.69
γ30.21700.36
γ4-0.9684-2.05
γ50.84962.05
γ6-0.1149-0.24
γ70.11450.16
γ8-2.6713-1.93
γ97.61282.11
γ10-10.1186-2.33
Estimation Period:
Dec 15, 1992 to Mar 15, 2013
Impact of return on volatility tomorrow
Volatility Forecasts