Ukrsotsbank JSCB EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8329 | 16.06 | |
| 0.4359 | 25.76 | |
| 0.7421 | 43.73 | |
| -0.0464 | -2.10 |
Estimation Period:
Apr 13, 2006 to Dec 23, 2016
Apr 13, 2006 to Dec 23, 2016
News Impact Curve
Volatility Forecasts
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