DAB Bank AG EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 13.21 | |
| 0.2012 | 37.51 | |
| 0.9876 | 911.07 | |
| -0.0304 | -6.03 |
Estimation Period:
Nov 12, 1999 to Jul 24, 2015
Nov 12, 1999 to Jul 24, 2015
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities