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 |