DEPFA Bank PLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 10.39 | |
| 0.0475 | 21.80 | |
| 0.9457 | 395.19 |
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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