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Pohjola Bank Oyj Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 04:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pohjola Bank Oyj S0GARCH
paramt-stat
ω0.42034.72
α0.13536.04
β0.760323.38
γ1-0.1861-1.73
γ20.06150.37
γ30.21041.58
γ4-0.1019-0.73
γ5-0.0255-0.19
γ60.19861.64
γ7-0.3012-2.48
γ80.13171.31
γ90.06160.78
Estimation Period:
Aug 20, 1990 to Sep 26, 2014
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