Cyprus Popular Bank PCL Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7538 | 3.46 | |
| 0.1371 | 4.80 | |
| 0.8471 | 41.09 | |
| 1.8819 | 0.52 | |
| -2.4347 | -0.38 | |
| 0.2937 | 0.06 | |
| -0.2155 | -0.06 | |
| 0.7393 | 0.20 | |
| -5.1441 | -0.54 | |
| 22.2112 | 1.02 | |
| -52.8628 | -2.02 |
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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