Cyprus Popular Bank PCL GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0945 | 3.31 | |
| 0.0520 | 8.10 | |
| 0.9033 | 251.75 | |
| 0.0894 | 4.48 |
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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