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V-Lab

Bank Otkritie Financial Corp PJSC 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 SGARCH
paramt-stat
ω1.14203.07
α0.40174.78
β0.47546.77
γ1-6.4407-3.61
γ210.11973.13
γ3-5.1830-1.74
γ42.49530.93
γ5-3.4896-1.19
γ63.23951.00
γ72.64470.91
γ8-4.8859-1.24
Estimation Period:
May 5, 2011 to Nov 24, 2017
Impact of return on volatility tomorrow
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