V-Lab
DenizBank AS MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 15th, 2019:39.18% (-2.13%)
Analysis last updated: Sunday, March 21, 2021 at 06:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3387 | 16.59 | |
| 0.6002 | 30.01 | |
| -0.1010 | -3.19 | |
| 0.1123 | 1.36 | |
| 0.0154 | 2.47 | |
| 0.9765 | 78.62 |
Estimation Period:
Sep 30, 2004 to Nov 14, 2019
Sep 30, 2004 to Nov 14, 2019