IKB Deutsche Industriebank AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9991 | 6.01 | |
| 0.1841 | 7.50 | |
| 0.7018 | 19.45 | |
| 0.0401 | 0.40 | |
| -0.0036 | -0.02 | |
| 0.0188 | 0.16 | |
| -0.1625 | -1.33 | |
| 0.1734 | 1.51 | |
| 0.0736 | 0.68 | |
| -0.1824 | -1.38 | |
| -0.1370 | -0.63 | |
| 0.2721 | 1.10 | |
| -0.1030 | -0.68 |
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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