DenizBank AS EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3713 | 13.98 | |
| 0.4248 | 26.03 | |
| 0.8553 | 75.49 | |
| 0.0258 | 2.08 |
Estimation Period:
Sep 30, 2004 to Nov 8, 2019
Sep 30, 2004 to Nov 8, 2019
News Impact Curve
Volatility Forecasts
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