DenizBank AS APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4734 | 9.07 | |
| 0.2635 | 22.00 | |
| 0.7082 | 50.83 | |
| -0.0868 | -2.89 | |
| 1.2442 | 16.73 |
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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