Vastned Retail NV Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3984 | 1.67 | |
| 0.1939 | 7.31 | |
| 0.6436 | 14.86 | |
| -0.0814 | -0.80 | |
| 0.1231 | 0.89 | |
| -0.0822 | -1.20 | |
| 0.1038 | 2.34 | |
| -0.1491 | -4.99 | |
| 0.1321 | 5.15 | |
| -0.0244 | -0.97 | |
| -0.1083 | -2.39 |
Estimation Period:
Jan 1, 1990 to Jan 3, 2025
Jan 1, 1990 to Jan 3, 2025
News Impact Curve
Volatility Forecasts
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