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Emporiki Bank SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Emporiki Bank SA S0GARCH
paramt-stat
ω2.39304.79
α0.19738.07
β0.691621.58
γ10.08011.23
γ20.04980.51
γ3-0.2436-3.38
γ40.16242.69
γ5-0.1444-2.52
γ60.29094.64
γ7-0.3067-5.20
Estimation Period:
Jan 2, 1990 to Aug 29, 2011
Impact of return on volatility tomorrow
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