Vijaya Bank Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9376 | 4.58 | |
| 0.0958 | 5.90 | |
| 0.8301 | 29.23 | |
| -0.0833 | -1.20 | |
| 0.1413 | 1.43 | |
| -0.1166 | -1.58 | |
| 0.0391 | 0.58 | |
| 0.1253 | 2.36 | |
| -0.1638 | -4.51 |
Estimation Period:
Jan 9, 2001 to Mar 1, 2019
Jan 9, 2001 to Mar 1, 2019
News Impact Curve
Volatility Forecasts
Other Vijaya Bank Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities