Bank Vozrozhdenie PJSC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0306 | 0.09 | |
| 0.1380 | 0.00 | |
| 0.8619 | 0.01 | |
| 0.2194 | 0.00 | |
| -1.0901 | -0.00 | |
| 1.1294 | 0.01 | |
| -0.0121 | -0.00 | |
| -0.7955 | -0.01 | |
| 0.8537 | 0.01 |
Estimation Period:
Aug 1, 2005 to Apr 19, 2019
Aug 1, 2005 to Apr 19, 2019
News Impact Curve
Volatility Forecasts
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