V-Lab: Cofinimmo SA Zero Slope Spline-GARCH Volatility Analysis

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Cofinimmo SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:19.87% (-0.38%)

Analysis last updated: Friday, December 12, 2025 at 08:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1100	5.76
$α$	0.1075	6.68
$β$	0.8122	30.38
$γ_{1}$	0.2333	3.27
$γ_{2}$	-0.4032	-3.67
$γ_{3}$	0.2789	3.45
$γ_{4}$	-0.0740	-1.00
$γ_{5}$	-0.1706	-2.26
$γ_{6}$	0.2377	2.80
$γ_{7}$	-0.1775	-2.13
$γ_{8}$	0.1767	2.30
$γ_{9}$	-0.1494	-2.14
$γ_{10}$	0.0396	0.90

Estimation Period:
Dec 16, 1994 to Dec 5, 2025

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