V-Lab
V-Lab
Unibail-Rodamco SE & WFD Unibail-Rodamco NV MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, June 23rd, 2023:29.25% (-0.57%)

Analysis last updated: Saturday, June 24, 2023 at 04:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Unibail-Rodamco SE & WFD Unibail-Rodamco NV MF2-GARCH
paramt-stat
m116
α0.062817.75
β0.8241129.12
γ0.090010.38
λ10.02134.41
λ20.03917.06
λ30.9549139.11
Estimation Period:
Jan 1, 1990 to May 5, 2023
Impact of return on volatility tomorrow
Volatility Forecasts