Testa Inmuebles en Renta SOCIMI SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 2.57 | |
| 0.1420 | 7.12 | |
| 0.8021 | 30.39 | |
| -1.0137 | -7.32 | |
| 1.0063 | 5.10 | |
| 0.0332 | 0.27 | |
| 0.0147 | 0.16 | |
| 0.0005 | 0.00 | |
| -0.0465 | -0.42 | |
| -0.0495 | -0.46 | |
| 0.0714 | 0.96 |
Estimation Period:
Jan 1, 1990 to Oct 7, 2016
Jan 1, 1990 to Oct 7, 2016
News Impact Curve
Volatility Forecasts
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