V-Lab: Unibail-Rodamco SE & WFD Unibail-Rodamco NV Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Unibail-Rodamco SE & WFD Unibail-Rodamco NV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 23rd, 2023:41.67% (-0.51%)

Analysis last updated: Saturday, June 24, 2023 at 04:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8700	5.32
$α$	0.1127	5.77
$β$	0.8171	29.80
$γ_{1}$	-0.0085	-0.15
$γ_{2}$	-0.0022	-0.03
$γ_{3}$	0.0410	0.63
$γ_{4}$	-0.0771	-1.08
$γ_{5}$	0.1269	1.46
$γ_{6}$	-0.1813	-2.10
$γ_{7}$	0.1591	2.51
$γ_{8}$	-0.0916	-1.88
$γ_{9}$	0.1447	3.42
$γ_{10}$	-0.1964	-6.42

Estimation Period:
Jan 1, 1990 to May 5, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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