Emporiki Bank SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2138 | 16.28 | |
| 0.1480 | 17.35 | |
| 0.8236 | 107.61 | |
| 0.0267 | 1.75 |
Estimation Period:
Jan 2, 1990 to Aug 29, 2011
Jan 2, 1990 to Aug 29, 2011
News Impact Curve
Volatility Forecasts
Other Emporiki Bank SA Analyses
Other GJR-GARCH Analyses on International Equities