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

V-Lab

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V-Lab

Quabit Inmobiliaria SA Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 25th, 2021:20.57% (+2.71%)

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
$ω$	0.1913	1.71
$α$	0.2456	5.34
$β$	0.6001	8.85
$γ_{1}$	-1.7633	-1.57
$γ_{2}$	1.5283	0.95
$γ_{3}$	0.8932	1.13
$γ_{4}$	-1.0715	-2.08
$γ_{5}$	0.2876	0.70
$γ_{6}$	0.5973	1.63
$γ_{7}$	-1.0752	-2.85
$γ_{8}$	0.9034	2.48
$γ_{9}$	0.1283	0.35
$γ_{10}$	-1.8096	-3.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts