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Deutsche Postbank AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:17 AM UTC
Date Range:

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to

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1Y ·

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graph of Deutsche Postbank AG S0GARCH
paramt-stat
ω0.46373.21
α0.26426.25
β0.640016.34
γ1-0.7772-2.14
γ21.67712.88
γ3-2.0116-3.94
γ41.48063.38
γ5-0.3124-0.84
γ6-0.1363-0.36
γ70.20020.66
Estimation Period:
Jun 22, 2004 to Dec 18, 2015
Impact of return on volatility tomorrow
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