V-Lab: Realia Business SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Realia Business SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:13.39% (-1.14%)

Analysis last updated: Thursday, May 16, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1616	3.18
$α$	0.1641	6.32
$β$	0.6640	14.81
$γ_{1}$	-1.3464	-5.56
$γ_{2}$	1.9524	5.78
$γ_{3}$	-0.9397	-5.05
$γ_{4}$	0.2764	1.56
$γ_{5}$	0.0309	0.18
$γ_{6}$	0.3190	2.01
$γ_{7}$	-0.6132	-4.08
$γ_{8}$	0.4902	4.34

Estimation Period:
Jun 6, 2007 to May 10, 2024

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Volatility Forecasts

Volatility Forecasts