DAB Bank AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0380 | 3.52 | |
| 0.0932 | 6.59 | |
| 0.8832 | 40.87 | |
| -0.3188 | -2.68 | |
| 0.4333 | 2.45 | |
| -0.1063 | -0.93 | |
| 0.0099 | 0.10 | |
| -0.3112 | -2.40 |
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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