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