V-Lab
New York REIT Liquidating LLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 5th, 2018:18.59% (-0.07%)
Analysis last updated: Monday, March 1, 2021 at 09:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 2.74 | |
| 0.0000 | 0.00 | |
| 0.9608 | 112.16 | |
| 0.0212 | 3.81 |
Estimation Period:
Apr 15, 2014 to Nov 2, 2018
Apr 15, 2014 to Nov 2, 2018
News Impact Curve
Volatility Forecasts
Other New York REIT Liquidating LLC Analyses