V-Lab: Cofinimmo SA MF2-GARCH Volatility Analysis

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Cofinimmo SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:5.02% (-3.78%)

Analysis last updated: Saturday, December 13, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	1.0000	9,999,900.00
$β$	0.0858	857,600.00
$γ$	-0.1715	-1,715,000.00
$λ_{1}$	0.4859	34.40
$λ_{2}$	0.3485	40.42
$λ_{3}$	0.2700	13.35

Estimation Period:
Dec 16, 1994 to Dec 12, 2025

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Volatility Forecasts