V-Lab
New York REIT Liquidating LLC AGARCH Volatility Analysis
Volatility Prediction for Monday, November 5th, 2018:19.64% (-0.17%)
Analysis last updated: Friday, November 2, 2018 at 11:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 2.60 | |
| 0.0197 | 6.23 | |
| 0.9498 | 72.27 | |
| 0.1177 | 1.32 |
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