Bank Otkritie Financial Corp PJSC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0966 | 16.02 | |
| 0.3600 | 24.81 | |
| 0.9754 | 462.93 | |
| -0.0155 | -0.84 |
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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