Skip to main content
V-Lab

Testa Inmuebles en Renta SOCIMI SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 7, 2016 at 06:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Testa Inmuebles en Renta SOCIMI SA SGARCH
paramt-stat
ω2.49020.00
α0.18570.00
β0.81430.00
γ1-0.8404-0.01
γ20.93690.02
γ3-0.1193-0.00
γ40.08570.00
γ5-0.0404-0.00
γ6-0.0613-0.00
γ7-0.0574-0.00
Estimation Period:
Jan 1, 1990 to Oct 7, 2016
Impact of return on volatility tomorrow
Volatility Forecasts