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V-Lab
V-Lab
Cofinimmo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.27% (-0.59%)
Analysis last updated: Saturday, December 13, 2025 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cofinimmo SA GJR-GARCH
paramt-stat
ω0.030018.92
α0.081516.70
β0.8860302.80
γ0.02983.56
Estimation Period:
Dec 16, 1994 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts