V-Lab
Cofinimmo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:20.57% (-0.95%)
Analysis last updated: Tuesday, May 7, 2024 at 07:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 18.20 | |
| 0.0764 | 16.06 | |
| 0.8804 | 272.75 | |
| 0.0439 | 5.05 |
Estimation Period:
Dec 16, 1994 to May 3, 2024
Dec 16, 1994 to May 3, 2024