IKB Deutsche Industriebank AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0187 | 6.26 | |
| 0.1906 | 7.44 | |
| 0.6849 | 18.39 | |
| 0.0657 | 0.64 | |
| -0.0466 | -0.30 | |
| 0.0498 | 0.44 | |
| -0.1848 | -1.53 | |
| 0.1842 | 1.63 | |
| 0.0772 | 0.72 | |
| -0.2019 | -1.50 | |
| -0.0929 | -0.40 | |
| 0.1772 | 0.61 | |
| 0.1235 | 0.33 |
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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