Bank Otkritie Financial Corp PJSC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 9.54 | |
| 0.1037 | 4.91 | |
| 0.8956 | 120.48 | |
| 0.0013 | 0.05 |
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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