V-Lab
DVB Bank SE Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, August 18th, 2017:11.70% (-0.27%)
Analysis last updated: Thursday, August 17, 2017 at 08:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 12.54 | |
| 0.0784 | 16.29 | |
| 0.9216 | 273.22 | |
| -0.0774 | -3.72 | |
| 1.7254 | 33.78 |
Estimation Period:
Jan 3, 1990 to Aug 11, 2017
Jan 3, 1990 to Aug 11, 2017
News Impact Curve
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