V-Lab: Deutsche Postbank AG APARCH Volatility Analysis

V-Lab

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V-Lab

Deutsche Postbank AG APARCH Volatility Analysis

Volatility Prediction for Tuesday, December 22nd, 2015:6.09% (-0.91%)

Analysis last updated: Monday, December 21, 2015 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0670	12.87
$α$	0.1968	23.21
$β$	0.8032	91.46
$γ$	0.3190	8.68
$δ$	0.5758	18.33

Estimation Period:
Jun 22, 2004 to Dec 18, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts