V-Lab
A Self-Administered Real Estate Investment Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:14.54% (-0.01%)
Analysis last updated: Thursday, April 18, 2024 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0816 | 8.50 | |
| 0.1393 | 9.25 | |
| 0.9014 | 210.17 | |
| -0.0923 | -5.44 |
Estimation Period:
Jul 14, 2011 to Apr 12, 2024
Jul 14, 2011 to Apr 12, 2024
News Impact Curve
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