Bank Vozrozhdenie PJSC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0883 | 14.44 | |
| 0.8721 | 144.87 | |
| 0.0495 | 4.35 | |
| 2.4497 | 2.05 | |
| 0.8543 | 2.30 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 1, 2005 to Jul 11, 2019
Aug 1, 2005 to Jul 11, 2019
News Impact Curve
Volatility Forecasts
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