Emporiki Bank SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2138 | 16.26 | |
| 0.1598 | 21.35 | |
| 0.8243 | 109.73 | |
| 0.0126 | 0.23 |
Estimation Period:
Jan 2, 1990 to Aug 29, 2011
Jan 2, 1990 to Aug 29, 2011
News Impact Curve
Volatility Forecasts
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