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Cyprus Popular Bank PCL Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, November 9, 2014 at 06:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Cyprus Popular Bank PCL SGARCH
paramt-stat
ω0.75383.46
α0.13714.80
β0.847141.09
γ11.88190.52
γ2-2.4347-0.38
γ30.29370.06
γ4-0.2155-0.06
γ50.73930.20
γ6-5.1441-0.54
γ722.21121.02
γ8-52.8628-2.02
Estimation Period:
Jan 16, 2007 to Mar 20, 2013
Impact of return on volatility tomorrow
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