V-Lab
Trus Y 7 REIT Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2019:21.61% (-1.38%)
Analysis last updated: Monday, March 1, 2021 at 09:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1747 | 10.17 | |
| 0.2013 | 8.98 | |
| 0.7987 | 52.01 |
Estimation Period:
Oct 3, 2011 to Apr 12, 2019
Oct 3, 2011 to Apr 12, 2019
News Impact Curve
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