V-Lab
Dexia SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 2nd, 2019:283.03% (+7.35%)
Analysis last updated: Sunday, March 21, 2021 at 06:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.16 | |
| 0.9896 | 2146.55 | |
| 0.0207 | 23.51 | |
| 10.0000 | 1.15 | |
| 1.0000 | 1.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 19, 1996 to Nov 29, 2019
Nov 19, 1996 to Nov 29, 2019