Emporiki Bank SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3930 | 4.79 | |
| 0.1973 | 8.07 | |
| 0.6916 | 21.58 | |
| 0.0801 | 1.23 | |
| 0.0498 | 0.51 | |
| -0.2436 | -3.38 | |
| 0.1624 | 2.69 | |
| -0.1444 | -2.52 | |
| 0.2909 | 4.64 | |
| -0.3067 | -5.20 |
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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