DenizBank AS AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0538 | 16.30 | |
| 0.2725 | 23.16 | |
| 0.6679 | 55.24 | |
| -0.1817 | -1.58 |
Estimation Period:
Sep 30, 2004 to Nov 8, 2019
Sep 30, 2004 to Nov 8, 2019
News Impact Curve
Volatility Forecasts
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