Bank Vozrozhdenie PJSC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1173 | 18.28 | |
| 0.2766 | 32.69 | |
| 0.9575 | 393.86 | |
| -0.0029 | -0.25 |
Estimation Period:
Aug 1, 2005 to Apr 19, 2019
Aug 1, 2005 to Apr 19, 2019
News Impact Curve
Volatility Forecasts
Other Bank Vozrozhdenie PJSC Analyses
Other EGARCH Analyses on International Equities