Efficiency Measurement Criteria

ARIMA(2,1,0)-EGARCH(1,1)-norm Model fitted to Returns Series of Sterling Bank

ARIMA(2,1,2)-EGARCH(1,1)-std Model fitted to Outlier Adjusted Return Series of Sterling Bank

Unconditional Variance

0.0012288

4.234715e−6

Kurtosis Coefficient

80.0303

3.6829