IVG Immobilien AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5239 | 6.27 | |
| 0.0903 | 6.39 | |
| 0.8622 | 38.43 | |
| -0.0275 | -0.75 | |
| 0.1170 | 2.14 | |
| -0.1981 | -5.36 | |
| 0.2304 | 5.35 | |
| -0.2251 | -4.17 | |
| 0.3995 | 4.17 |
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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