DVB Bank SE AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 14.10 | |
| 0.2329 | 28.39 | |
| 0.7668 | 107.17 | |
| -0.0449 | -0.75 |
Estimation Period:
Jan 2, 1990 to Aug 11, 2017
Jan 2, 1990 to Aug 11, 2017
News Impact Curve
Volatility Forecasts
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