Marfin Popular Bank PCL (Cyprus) Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1505 | 1.44 | |
| 0.1847 | 8.14 | |
| 0.8150 | 36.35 | |
| -0.6267 | -0.77 | |
| 0.7580 | 0.69 | |
| 0.2170 | 0.36 | |
| -0.9684 | -2.05 | |
| 0.8496 | 2.05 | |
| -0.1149 | -0.24 | |
| 0.1145 | 0.16 | |
| -2.6713 | -1.93 | |
| 7.6128 | 2.11 | |
| -10.1186 | -2.33 |
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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