DEPFA Bank PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 19.30 | |
| 0.1342 | 21.12 | |
| 0.9792 | 692.01 | |
| -0.0104 | -1.98 |
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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