Bank Otkritie Financial Corp PJSC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 5.00 | |
| 0.2853 | 20.47 | |
| 0.8242 | 137.74 | |
| -0.0144 | -0.29 |
Estimation Period:
May 5, 2011 to Nov 24, 2017
May 5, 2011 to Nov 24, 2017
News Impact Curve
Volatility Forecasts
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