V-Lab: DenizBank AS GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

DenizBank AS GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 15th, 2019:36.15% (-5.04%)

Analysis last updated: Monday, March 1, 2021 at 07:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	57.2525	3.69
$α$	0.1919	118.67
$β$	0.9885	333.38
$ν$	2	175.96

Estimation Period:
Sep 30, 2004 to Nov 8, 2019