DenizBank AS Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4458 | 4.35 | |
| 0.2735 | 5.60 | |
| 0.6498 | 12.47 | |
| 0.0952 | 1.74 | |
| -0.1792 | -2.32 | |
| 0.1949 | 3.80 | |
| -0.1716 | -4.29 |
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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