Covivio Office AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7615 | 5.13 | |
| 0.3017 | 3.10 | |
| 0.0000 | 0.00 | |
| 11.5948 | 2.27 | |
| -20.7330 | -2.32 | |
| 9.2183 | 1.18 | |
| 11.1590 | 1.19 | |
| -53.4704 | -3.07 |
Estimation Period:
Apr 5, 2018 to May 8, 2020
Apr 5, 2018 to May 8, 2020
News Impact Curve
Volatility Forecasts
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