IVG Immobilien AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5226 | 4.67 | |
| 0.0892 | 7.45 | |
| 0.9035 | 70.44 | |
| -0.2832 | -1.99 | |
| 0.4739 | 2.12 | |
| -0.2333 | -1.51 | |
| -0.0456 | -0.36 | |
| 0.2182 | 1.35 | |
| -0.7737 | -1.69 | |
| 1.9857 | 1.78 | |
| -2.1033 | -1.91 |
Estimation Period:
Jan 2, 1990 to Jul 17, 2014
Jan 2, 1990 to Jul 17, 2014
News Impact Curve
Volatility Forecasts
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