Bank Vozrozhdenie PJSC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0824 | 0.96 | |
| 0.1286 | 0.02 | |
| 0.8713 | 0.16 | |
| 0.7730 | 0.01 | |
| -1.8562 | -0.01 | |
| 1.3658 | 0.57 | |
| 0.1238 | 0.02 | |
| -1.2810 | -0.19 | |
| 1.8053 | 2.39 |
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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