V-Lab
Kocref Reit 8 AGARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2014:18.64% (+0.35%)
Analysis last updated: Wednesday, December 24, 2014 at 09:44 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9973 | 19.54 | |
| 0.3545 | 13.32 | |
| 0.1599 | 5.82 | |
| 0.2941 | 3.20 |
Estimation Period:
Jun 15, 2006 to Dec 24, 2014
Jun 15, 2006 to Dec 24, 2014
News Impact Curve
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