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V-Lab

Conwert Immobilien Invest SE 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 SGARCH
paramt-stat
ω2.98670.00
α0.23670.00
β0.76330.01
γ1-1.5128-0.09
γ22.06340.09
γ30.00590.00
γ4-1.4834-0.03
γ50.65450.01
γ60.84630.01
γ7-0.9934-0.02
γ80.95740.06
γ9-1.5471-0.08
γ102.29020.14
Estimation Period:
Nov 28, 2002 to Oct 20, 2017
Impact of return on volatility tomorrow
Volatility Forecasts