V-Lab
Kocref Reit 8 GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2014:20.75% (+1.44%)
Analysis last updated: Monday, March 1, 2021 at 06:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9113 | 13.87 | |
| 0.3630 | 13.41 | |
| 0.2226 | 6.52 |
Estimation Period:
Jun 15, 2006 to Dec 24, 2014
Jun 15, 2006 to Dec 24, 2014
News Impact Curve
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