DEPFA Bank PLC MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 9.12 | |
| 0.1234 | 27.58 | |
| 0.8697 | 285.26 |
Estimation Period:
Oct 7, 1991 to Oct 2, 2007
Oct 7, 1991 to Oct 2, 2007
News Impact Curve
Volatility Forecasts
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