Unibail-Rodamco SE & WFD Unibail-Rodamco NV Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8700 | 5.32 | |
| 0.1127 | 5.77 | |
| 0.8171 | 29.80 | |
| -0.0085 | -0.15 | |
| -0.0022 | -0.03 | |
| 0.0410 | 0.63 | |
| -0.0771 | -1.08 | |
| 0.1269 | 1.46 | |
| -0.1813 | -2.10 | |
| 0.1591 | 2.51 | |
| -0.0916 | -1.88 | |
| 0.1447 | 3.42 | |
| -0.1964 | -6.42 |
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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