V-Lab
Dexia SA AGARCH Volatility Analysis
Volatility Prediction for Monday, December 2nd, 2019:317.91% (-22.11%)
Analysis last updated: Friday, November 29, 2019 at 08:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0056 | -0.44 | |
| 0.2006 | 23.16 | |
| 0.8740 | 293.49 | |
| 0.2712 | 4.11 |
Estimation Period:
Nov 19, 1996 to Nov 29, 2019
Nov 19, 1996 to Nov 29, 2019