Efficiency Measurement Criteria

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

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

Unconditional Variance

0.0037

2.104825e−5

Kurtosis Coefficient

888.5032

3.2678