DEPFA Bank PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9860 | 2.92 | |
| 0.0890 | 5.06 | |
| 0.8080 | 18.45 | |
| 0.1555 | 2.13 | |
| -0.1423 | -1.53 | |
| -0.0861 | -1.77 | |
| 0.0728 | 1.53 | |
| 0.0209 | 0.55 |
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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