Efficiency Measurement Criteria

ARIMA(1,1,0)-GARCH(1,1)?norm Model fitted to Returns Series of Skye Bank

ARIMA(1,1,0)-GARCH(1,1)-norm Model fitted to Outlier Adjusted Return Series of Skye Bank

Unconditional Variance

0.0016

0.0016

Kurtosis Coefficient

132.8707

2.9465