V-Lab
Dexia SA APARCH Volatility Analysis
Volatility Prediction for Monday, December 2nd, 2019:297.89% (-9.17%)
Analysis last updated: Friday, November 29, 2019 at 08:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0646 | 2.72 | |
| 0.0968 | 7.16 | |
| 0.9032 | 120.94 | |
| 0.3908 | 5.63 | |
| 1.7239 | 6.93 |
Estimation Period:
Nov 19, 1996 to Nov 29, 2019
Nov 19, 1996 to Nov 29, 2019