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ADLER Real Estate AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 8, 2023 at 12:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ADLER Real Estate AG S0GARCH
paramt-stat
ω0.80292.29
α0.10894.50
β0.859830.35
γ10.21030.34
γ2-0.7169-0.80
γ30.94882.05
γ4-0.9449-2.17
γ50.95231.91
γ6-1.0258-2.32
γ71.45153.52
γ8-1.6300-3.25
γ91.18002.59
γ10-0.5452-2.19
Estimation Period:
Jun 5, 2003 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts