V-Lab
DenizBank AS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 15th, 2019:41.00% (-4.30%)
Analysis last updated: Monday, March 1, 2021 at 08:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9666 | 15.29 | |
| 0.2579 | 16.38 | |
| 0.6937 | 55.50 | |
| -0.0221 | -0.74 |
Estimation Period:
Sep 30, 2004 to Nov 8, 2019
Sep 30, 2004 to Nov 8, 2019