DAB Bank AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 13.74 | |
| 0.0696 | 17.42 | |
| 0.9092 | 349.43 | |
| 0.0425 | 5.17 |
Estimation Period:
Nov 12, 1999 to Jul 24, 2015
Nov 12, 1999 to Jul 24, 2015
News Impact Curve
Volatility Forecasts
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