Efficiency Measurement Criteria | ARIMA(2,1,1)-EGARCH(1,1)-std Model fitted to Returns Series of Zenith Bank | ARIMA(2,1,1)-EGARCH(1,1)-std Model fitted to Outlier Adjusted Return Series of Zenith Bank |
Unconditional Variance | 5.887684e−36 | 5.118125e−5 |
Kurtosis Coefficient | 26.3794 | 3.5746 |