BM Bank JSC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2532 | 11.43 | |
| 0.1702 | 17.59 | |
| 0.8126 | 83.95 |
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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