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 |