KB Bookook No 1 Development REIT Co Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3173 | 3.46 | |
| 0.5012 | 30.25 | |
| 0.9220 | 37.48 | |
| -0.0822 | -1.93 |
Estimation Period:
Jun 12, 2012 to Feb 27, 2015
Jun 12, 2012 to Feb 27, 2015
News Impact Curve
Volatility Forecasts
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