Cyprus Popular Bank PCL AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 0.37 | |
| 0.0951 | 25.77 | |
| 0.9052 | 280.84 | |
| 0.9286 | 7.44 |
Estimation Period:
Jan 16, 2007 to Mar 20, 2013
Jan 16, 2007 to Mar 20, 2013
News Impact Curve
Volatility Forecasts
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