comdirect bank AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7836 | 5.13 | |
| 0.1354 | 7.16 | |
| 0.7157 | 18.23 | |
| -0.6034 | -6.42 | |
| 0.8166 | 6.15 | |
| -0.1897 | -2.02 | |
| -0.1525 | -1.75 | |
| 0.2529 | 2.93 | |
| -0.2460 | -2.21 | |
| 0.4759 | 2.17 | |
| -1.2809 | -3.47 |
Estimation Period:
Jun 2, 2000 to Oct 30, 2020
Jun 2, 2000 to Oct 30, 2020
News Impact Curve
Volatility Forecasts
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