Emporiki Bank SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1211 | 25.73 | |
| 0.3180 | 36.42 | |
| 0.9429 | 384.08 | |
| -0.0101 | -1.68 |
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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