TransCreditBank OAO Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1323 | 3.32 | |
| 0.3810 | 3.64 | |
| 0.2375 | 1.91 | |
| -11.5710 | -0.61 | |
| 28.8521 | 0.93 | |
| -39.9214 | -2.01 | |
| 26.6245 | 1.77 | |
| 29.9888 | 2.04 | |
| -62.2284 | -3.94 | |
| 38.6875 | 2.72 | |
| -15.2864 | -1.38 |
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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