Ukrsotsbank JSCB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2537 | 5.29 | |
| 0.2863 | 3.12 | |
| 0.3616 | 3.53 | |
| 1.4759 | 2.89 | |
| -2.7520 | -3.48 | |
| 2.3547 | 5.09 | |
| -1.8915 | -4.79 | |
| 1.5202 | 2.80 | |
| -1.0477 | -2.38 |
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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