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Bank Otkritie Financial Corp PJSC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 29, 2017 at 04:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bank Otkritie Financial Corp PJSC S0GARCH
paramt-stat
ω1.29092.76
α0.41634.86
β0.49537.85
γ1-6.3558-1.45
γ26.16110.88
γ34.69111.05
γ4-8.8428-2.72
γ57.73122.03
γ6-7.3259-1.27
γ73.56240.54
γ84.26730.82
γ9-2.9892-0.78
γ10-2.9873-1.19
Estimation Period:
May 5, 2011 to Nov 24, 2017
Impact of return on volatility tomorrow
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