Emporiki Bank SA APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1116 | 14.39 | |
| 0.1601 | 26.91 | |
| 0.8399 | 133.68 | |
| 0.0160 | 0.92 | |
| 1.0247 | 25.69 |
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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