V-Lab
DenizBank AS EGARCH Volatility Analysis
Volatility Prediction for Friday, November 15th, 2019:37.60% (-3.28%)
Analysis last updated: Monday, March 1, 2021 at 05:16 PM UTC
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