DAB Bank AG AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 2.21 | |
| 0.1345 | 46.40 | |
| 0.8833 | 393.61 | |
| 0.2915 | 4.65 |
Estimation Period:
Nov 12, 1999 to Jul 24, 2015
Nov 12, 1999 to Jul 24, 2015
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities