V-Lab
DenizBank AS GARCH Volatility Analysis
Volatility Prediction for Friday, November 15th, 2019:41.43% (-4.40%)
Analysis last updated: Monday, March 1, 2021 at 09:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9536 | 15.17 | |
| 0.2468 | 21.85 | |
| 0.6960 | 56.66 |
Estimation Period:
Sep 30, 2004 to Nov 8, 2019
Sep 30, 2004 to Nov 8, 2019