V-Lab
Brookfield Office Properties Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, June 11th, 2014:13.84% (+0.22%)
Analysis last updated: Monday, July 14, 2014 at 09:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 7.73 | |
| 0.1216 | 18.95 | |
| 0.8801 | 173.22 | |
| 0.3557 | 5.24 |
Estimation Period:
Jan 2, 1990 to Jun 6, 2014
Jan 2, 1990 to Jun 6, 2014
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