Skip to main content
V-Lab

IKB Deutsche Industriebank AG 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 SGARCH
paramt-stat
ω1.01876.26
α0.19067.44
β0.684918.39
γ10.06570.64
γ2-0.0466-0.30
γ30.04980.44
γ4-0.1848-1.53
γ50.18421.63
γ60.07720.72
γ7-0.2019-1.50
γ8-0.0929-0.40
γ90.17720.61
γ100.12350.33
Estimation Period:
Jan 2, 1990 to Apr 8, 2016
Impact of return on volatility tomorrow
Volatility Forecasts