Emporiki Bank SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5054 | 5.67 | |
| 0.1747 | 7.43 | |
| 0.7349 | 21.94 | |
| 0.1169 | 5.44 | |
| -0.1558 | -4.86 | |
| 0.0318 | 1.15 | |
| 0.1135 | 2.52 |
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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