BM Bank JSC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2512 | 8.05 | |
| 0.1755 | 16.41 | |
| 0.8109 | 78.08 | |
| 0.0558 | 2.11 | |
| 1.9632 | 18.90 |
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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