Kocref Reit 8 EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4046 | 10.82 | |
| 0.5755 | 24.12 | |
| 0.4059 | 10.83 | |
| -0.0348 | -1.81 |
Estimation Period:
Jun 15, 2006 to Dec 24, 2014
Jun 15, 2006 to Dec 24, 2014
News Impact Curve
Volatility Forecasts
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