V-Lab
Deutsche Postbank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 22nd, 2015:9.14% (-0.18%)
Analysis last updated: Monday, March 1, 2021 at 07:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 13.33 | |
| 0.1470 | 11.39 | |
| 0.7945 | 111.67 | |
| 0.1168 | 4.42 |
Estimation Period:
Jun 22, 2004 to Dec 18, 2015
Jun 22, 2004 to Dec 18, 2015
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