Bank Otkritie Financial Corp PJSC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1420 | 3.07 | |
| 0.4017 | 4.78 | |
| 0.4754 | 6.77 | |
| -6.4407 | -3.61 | |
| 10.1197 | 3.13 | |
| -5.1830 | -1.74 | |
| 2.4953 | 0.93 | |
| -3.4896 | -1.19 | |
| 3.2395 | 1.00 | |
| 2.6447 | 0.91 | |
| -4.8859 | -1.24 |
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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