V-Lab
FGN Real Estate Development Investment Trust Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2014:225.69% (-22.46%)
Analysis last updated: Monday, March 1, 2021 at 07:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.97 | |
| 0.0802 | 5.06 | |
| 0.8068 | 33.17 | |
| -0.0153 | -0.60 |
Estimation Period:
May 3, 2010 to Oct 24, 2014
May 3, 2010 to Oct 24, 2014
News Impact Curve
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