V-Lab: Kocref Reit15 GARCH Volatility Analysis

V-Lab

| |

V-Lab

Kocref Reit15 GARCH Volatility Analysis

Volatility Prediction for Friday, October 16th, 2015:40.38% (-0.40%)

Analysis last updated: Monday, March 1, 2021 at 05:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	4.29
$α$	0.0204	8.58
$β$	0.9796	359.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts