BM Bank JSC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3109 | 3.41 | |
| 0.2958 | 5.86 | |
| 0.6101 | 12.06 | |
| 0.3595 | 0.40 | |
| -0.6402 | -0.42 | |
| 0.0291 | 0.03 | |
| 1.2967 | 1.47 | |
| -1.3332 | -1.46 | |
| -0.4539 | -0.54 | |
| 1.6175 | 2.18 | |
| -1.4480 | -1.28 |
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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