V-Lab
Kocref Reit15 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 16th, 2015:36.04% (-0.31%)
Analysis last updated: Monday, March 1, 2021 at 06:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 3.08 | |
| 0.0251 | 5.28 | |
| 0.9819 | 364.20 | |
| -0.0140 | -1.66 |
Estimation Period:
Jan 29, 2010 to Oct 8, 2015
Jan 29, 2010 to Oct 8, 2015
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