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 |