V-Lab
DVB Bank SE APARCH Volatility Analysis
Volatility Prediction for Friday, August 18th, 2017:15.20% (-0.23%)
Analysis last updated: Thursday, August 17, 2017 at 08:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0699 | 16.53 | |
| 0.2121 | 29.30 | |
| 0.7879 | 122.69 | |
| -0.0990 | -4.28 | |
| 1.6508 | 26.26 |
Estimation Period:
Jan 2, 1990 to Aug 11, 2017
Jan 2, 1990 to Aug 11, 2017