V-Lab
FGN Real Estate Development Investment Trust Co Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2014:237.08% (-24.07%)
Analysis last updated: Monday, March 1, 2021 at 07:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.62 | |
| 0.0747 | 4.18 | |
| 0.8057 | 35.13 |
Estimation Period:
May 3, 2010 to Oct 24, 2014
May 3, 2010 to Oct 24, 2014
News Impact Curve
Volatility Forecasts
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