V-Lab: Kocref Reit15 EGARCH Volatility Analysis

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V-Lab

Kocref Reit15 EGARCH Volatility Analysis

Volatility Prediction for Friday, October 16th, 2015:44.19% (-0.53%)

Analysis last updated: Monday, March 1, 2021 at 06:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0097	3.06
$α$	0.0373	7.43
$β$	0.9985	776.47
$γ$	-0.0434	-3.92

Estimation Period:
Jan 29, 2010 to Oct 8, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts