Oriental Bank of Commerce Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9750 | 5.34 | |
| 0.1227 | 8.07 | |
| 0.8177 | 37.40 | |
| -0.0377 | -1.30 | |
| 0.0897 | 2.09 | |
| -0.0926 | -3.29 | |
| 0.0620 | 2.66 | |
| -0.0306 | -1.94 |
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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