V-Lab
DVB Bank SE EGARCH Volatility Analysis
Volatility Prediction for Friday, August 18th, 2017:17.11% (+0.18%)
Analysis last updated: Monday, March 1, 2021 at 06:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0894 | 21.05 | |
| 0.3532 | 36.38 | |
| 0.8952 | 180.20 | |
| 0.0273 | 2.55 |
Estimation Period:
Jan 2, 1990 to Aug 11, 2017
Jan 2, 1990 to Aug 11, 2017