V-Lab
DenizBank AS APARCH Volatility Analysis
Volatility Prediction for Friday, November 15th, 2019:36.32% (-3.64%)
Analysis last updated: Thursday, November 14, 2019 at 07:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4733 | 9.07 | |
| 0.2635 | 22.00 | |
| 0.7082 | 50.83 | |
| -0.0868 | -2.89 | |
| 1.2442 | 16.73 |
Estimation Period:
Sep 30, 2004 to Nov 8, 2019
Sep 30, 2004 to Nov 8, 2019