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Testa Inmuebles en Renta SOCIMI SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 7, 2016 at 06:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Testa Inmuebles en Renta SOCIMI SA S0GARCH
paramt-stat
ω0.02222.57
α0.14207.12
β0.802130.39
γ1-1.0137-7.32
γ21.00635.10
γ30.03320.27
γ40.01470.16
γ50.00050.00
γ6-0.0465-0.42
γ7-0.0495-0.46
γ80.07140.96
Estimation Period:
Jan 1, 1990 to Oct 7, 2016
Impact of return on volatility tomorrow
Volatility Forecasts