BM Bank JSC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6526 | 18.58 | |
| 0.2987 | 23.23 | |
| 0.6486 | 71.51 | |
| 0.0812 | 0.91 |
Estimation Period:
Dec 16, 2004 to Dec 11, 2015
Dec 16, 2004 to Dec 11, 2015
News Impact Curve
Volatility Forecasts
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