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V-Lab

ADLER Real Estate AG 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 SGARCH
paramt-stat
ω1.06712.18
α0.17416.21
β0.662915.17
γ10.47990.93
γ2-1.0167-1.46
γ30.97213.21
γ4-0.8905-3.10
γ50.90042.78
γ6-1.0057-3.48
γ71.33984.84
γ8-1.5045-4.17
γ91.73284.82
γ10-3.2393-7.64
Estimation Period:
Jun 5, 2003 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts