V-Lab
A Self-Administered Real Estate Investment Trust Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:1.52% (-0.05%)
Analysis last updated: Sunday, April 21, 2024 at 12:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 15.16 | |
| 0.2900 | 38.89 | |
| 0.9786 | 432.07 | |
| 0.0642 | 7.54 |
Estimation Period:
Jul 14, 2011 to Apr 19, 2024
Jul 14, 2011 to Apr 19, 2024
News Impact Curve
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