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Conwert Immobilien Invest SE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 24, 2017 at 04:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Conwert Immobilien Invest SE S0GARCH
paramt-stat
ω1.24511.22
α0.22460.21
β0.77540.74
γ1-1.4369-1.14
γ22.51581.31
γ3-1.6751-1.25
γ40.22470.18
γ50.66080.64
γ6-0.1638-0.18
γ7-0.5345-0.58
γ80.66361.07
Estimation Period:
Nov 28, 2002 to Oct 20, 2017
Impact of return on volatility tomorrow
Volatility Forecasts