Skip to main content
V-Lab

IVG Immobilien AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IVG Immobilien AG S0GARCH
paramt-stat
ω0.52264.67
α0.08927.45
β0.903570.44
γ1-0.2832-1.99
γ20.47392.12
γ3-0.2333-1.51
γ4-0.0456-0.36
γ50.21821.35
γ6-0.7737-1.69
γ71.98571.78
γ8-2.1033-1.91
Estimation Period:
Jan 2, 1990 to Jul 17, 2014
Impact of return on volatility tomorrow
Volatility Forecasts