Bank Otkritie Financial Corp PJSC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2909 | 2.76 | |
| 0.4163 | 4.86 | |
| 0.4953 | 7.85 | |
| -6.3558 | -1.45 | |
| 6.1611 | 0.88 | |
| 4.6911 | 1.05 | |
| -8.8428 | -2.72 | |
| 7.7312 | 2.03 | |
| -7.3259 | -1.27 | |
| 3.5624 | 0.54 | |
| 4.2673 | 0.82 | |
| -2.9892 | -0.78 | |
| -2.9873 | -1.19 |
Estimation Period:
May 5, 2011 to Nov 24, 2017
May 5, 2011 to Nov 24, 2017
News Impact Curve
Volatility Forecasts
Other Bank Otkritie Financial Corp PJSC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities