BM Bank JSC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2988 | 15.16 | |
| 0.4576 | 31.06 | |
| 0.8618 | 91.19 | |
| -0.0271 | -1.87 |
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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