Kocref Reit15 EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 3.06 | |
| 0.0373 | 7.43 | |
| 0.9985 | 776.47 | |
| -0.0434 | -3.92 |
Estimation Period:
Jan 29, 2010 to Oct 8, 2015
Jan 29, 2010 to Oct 8, 2015
News Impact Curve
Volatility Forecasts
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