V-Lab
FGN Real Estate Development Investment Trust Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2014:179.39% (-70.69%)
Analysis last updated: Monday, March 1, 2021 at 05:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3622 | 0.36 | |
| 0.2500 | 0.25 | |
| 0.8500 | 0.85 | |
| 0.0000 | 0.00 |
Estimation Period:
May 3, 2010 to Oct 24, 2014
May 3, 2010 to Oct 24, 2014
News Impact Curve
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