V-Lab
Deutsche Postbank AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 22nd, 2015:6.73% (-0.56%)
Analysis last updated: Monday, March 1, 2021 at 07:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7548 | 7.48 | |
| 0.1390 | 89.40 | |
| 0.9958 | 1918.77 | |
| 3 | 89.98 |
Estimation Period:
Jun 22, 2004 to Dec 18, 2015
Jun 22, 2004 to Dec 18, 2015
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