V-Lab: Realia Business SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Realia Business SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:10.58% (-0.33%)

Analysis last updated: Wednesday, May 1, 2024 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1609	3.18
$α$	0.1646	6.32
$β$	0.6627	14.69
$γ_{1}$	-1.3519	-5.57
$γ_{2}$	1.9586	5.79
$γ_{3}$	-0.9389	-5.04
$γ_{4}$	0.2743	1.54
$γ_{5}$	0.0283	0.17
$γ_{6}$	0.3251	2.02
$γ_{7}$	-0.6122	-4.02
$γ_{8}$	0.4823	4.24

Estimation Period:
Jun 6, 2007 to Apr 30, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts