V-Lab: Quabit Inmobiliaria SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Quabit Inmobiliaria SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 25th, 2021:36.72% (+1.35%)

Analysis last updated: Monday, May 24, 2021 at 06:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2154	3.11
$α$	0.2489	5.49
$β$	0.6229	10.53
$γ_{1}$	-1.4140	-5.94
$γ_{2}$	1.9789	5.29
$γ_{3}$	-0.9150	-3.65
$γ_{4}$	0.5762	3.09
$γ_{5}$	-0.4742	-2.74
$γ_{6}$	0.4932	3.29
$γ_{7}$	-0.3229	-3.46

Estimation Period:
May 24, 2006 to May 21, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts