DEPFA Bank PLC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 11.64 | |
| 0.0614 | 17.57 | |
| 0.9386 | 280.25 | |
| 0.0980 | 3.11 | |
| 1.2411 | 17.91 |
Estimation Period:
Mar 12, 1991 to Oct 2, 2007
Mar 12, 1991 to Oct 2, 2007
News Impact Curve
Volatility Forecasts
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