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IKB Deutsche Industriebank AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, April 11, 2016 at 07:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IKB Deutsche Industriebank AG S0GARCH
paramt-stat
ω0.99916.01
α0.18417.50
β0.701819.45
γ10.04010.40
γ2-0.0036-0.02
γ30.01880.16
γ4-0.1625-1.33
γ50.17341.51
γ60.07360.68
γ7-0.1824-1.38
γ8-0.1370-0.63
γ90.27211.10
γ10-0.1030-0.68
Estimation Period:
Jan 2, 1990 to Apr 8, 2016
Impact of return on volatility tomorrow
Volatility Forecasts