V-Lab
A Self-Administered Real Estate Investment Trust Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:18.58% (0.00%)
Analysis last updated: Friday, April 19, 2024 at 11:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2675 | 17.46 | |
| 0.1898 | 30.41 | |
| 0.7730 | 157.14 | |
| -0.4790 | -6.05 |
Estimation Period:
Jul 14, 2011 to Apr 12, 2024
Jul 14, 2011 to Apr 12, 2024
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