DenizBank AS Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4468 | 4.29 | |
| 0.2727 | 5.59 | |
| 0.6541 | 12.70 | |
| 0.0901 | 1.66 | |
| -0.1673 | -2.21 | |
| 0.1737 | 3.24 | |
| -0.1207 | -1.40 |
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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