Unibail-Rodamco SE & WFD Unibail-Rodamco NV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0829 | 14.25 | |
| 0.0612 | 19.64 | |
| 0.8832 | 200.10 | |
| 0.0662 | 6.02 |
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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