DEPFA Bank PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 10.08 | |
| 0.0409 | 10.22 | |
| 0.9462 | 389.86 | |
| 0.0125 | 1.92 |
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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