V-Lab
Unibail-Rodamco SE & WFD Unibail-Rodamco NV APARCH Volatility Analysis
Volatility Prediction for Friday, June 23rd, 2023:24.03% (-0.79%)
Analysis last updated: Saturday, June 24, 2023 at 04:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0774 | 9.63 | |
| 0.0942 | 36.88 | |
| 0.8856 | 162.34 | |
| 0.1921 | 13.74 | |
| 1.8521 | 20.76 |
Estimation Period:
Jan 1, 1990 to May 5, 2023
Jan 1, 1990 to May 5, 2023
News Impact Curve
Volatility Forecasts
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