Vijaya Bank Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9636 | 4.52 | |
| 0.0965 | 6.03 | |
| 0.8317 | 30.45 | |
| -0.0478 | -0.91 | |
| 0.0842 | 1.16 | |
| -0.1164 | -2.60 | |
| 0.1837 | 3.20 | |
| -0.1659 | -1.54 |
Estimation Period:
Jan 9, 2001 to Mar 1, 2019
Jan 9, 2001 to Mar 1, 2019
News Impact Curve
Volatility Forecasts
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