V-Lab
Dream Office Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:45.99% (+2.56%)
Analysis last updated: Thursday, May 9, 2024 at 12:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 17.28 | |
| 0.2137 | 34.69 | |
| 0.9893 | 1298.30 | |
| -0.0512 | -9.75 |
Estimation Period:
Dec 4, 1995 to May 3, 2024
Dec 4, 1995 to May 3, 2024
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