V-Lab
Deutsche Postbank AG EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 22nd, 2015:5.77% (-0.48%)
Analysis last updated: Monday, March 1, 2021 at 08:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 16.72 | |
| 0.3859 | 33.04 | |
| 0.9577 | 261.96 | |
| -0.0872 | -7.48 |
Estimation Period:
Jun 22, 2004 to Dec 18, 2015
Jun 22, 2004 to Dec 18, 2015
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