Oriental Bank of Commerce EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1611 | 21.59 | |
| 0.2475 | 35.03 | |
| 0.9268 | 269.17 | |
| -0.0020 | -0.36 |
Estimation Period:
Sep 8, 1995 to Mar 20, 2020
Sep 8, 1995 to Mar 20, 2020
News Impact Curve
Volatility Forecasts
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