V-Lab
DenizBank AS MEM Volatility Analysis
Volatility Prediction for Friday, November 15th, 2019:44.77% (-6.93%)
Analysis last updated: Thursday, November 14, 2019 at 07:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5292 | 11.73 | |
| 0.2874 | 31.46 | |
| 0.6999 | 77.50 |
Estimation Period:
Sep 30, 2004 to Nov 8, 2019
Sep 30, 2004 to Nov 8, 2019