TransCreditBank OAO GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0748 | 6.63 | |
| 0.1410 | 12.33 | |
| 0.8590 | 91.26 |
Estimation Period:
Jun 5, 2008 to Oct 10, 2013
Jun 5, 2008 to Oct 10, 2013
News Impact Curve
Volatility Forecasts
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