BM Bank JSC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3114 | 3.40 | |
| 0.2962 | 5.87 | |
| 0.6109 | 12.15 | |
| 0.3480 | 0.38 | |
| -0.6233 | -0.41 | |
| 0.0182 | 0.02 | |
| 1.3117 | 1.49 | |
| -1.3593 | -1.50 | |
| -0.3997 | -0.48 | |
| 1.4851 | 2.32 | |
| -1.0899 | -2.47 |
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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