Trus Y 7 REIT Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4665 | 3.77 | |
| 0.3751 | 3.31 | |
| 0.2531 | 2.34 | |
| 4.5595 | 1.51 | |
| -0.5085 | -0.09 | |
| -8.7367 | -1.57 | |
| 6.4566 | 1.33 | |
| -0.0495 | -0.01 | |
| -2.2135 | -0.38 | |
| -3.4351 | -0.67 | |
| 7.2202 | 2.05 | |
| -6.1499 | -1.59 | |
| 6.5067 | 1.22 |
Estimation Period:
Oct 3, 2011 to Apr 12, 2019
Oct 3, 2011 to Apr 12, 2019
News Impact Curve
Volatility Forecasts
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