Cofinimmo SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.86% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0441 | 5.24 | |
| 0.1076 | 6.69 | |
| 0.8117 | 30.34 | |
| 0.2145 | 2.93 | |
| -0.3808 | -3.41 | |
| 0.2776 | 3.44 | |
| -0.0834 | -1.14 | |
| -0.1567 | -2.15 | |
| 0.2275 | 2.75 | |
| -0.1740 | -2.12 | |
| 0.1799 | 2.36 | |
| -0.1600 | -2.32 | |
| 0.0508 | 1.18 |
Estimation Period:
Dec 16, 1994 to Jan 30, 2026
Dec 16, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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