DVB Bank SE GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 15.89 | |
| 0.2611 | 10.93 | |
| 0.7698 | 111.04 | |
| -0.0681 | -1.99 |
Estimation Period:
Jan 2, 1990 to Aug 11, 2017
Jan 2, 1990 to Aug 11, 2017
News Impact Curve
Volatility Forecasts
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