IKB Deutsche Industriebank AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 6.26 | |
| 0.0489 | 7.68 | |
| 0.9338 | 169.14 | |
| 0.0345 | 4.14 |
Estimation Period:
Jan 2, 1990 to Apr 8, 2016
Jan 2, 1990 to Apr 8, 2016
News Impact Curve
Volatility Forecasts
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