V-Lab
New York REIT Liquidating LLC APARCH Volatility Analysis
Volatility Prediction for Monday, November 5th, 2018:19.47% (-0.27%)
Analysis last updated: Friday, November 2, 2018 at 11:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 2.94 | |
| 0.0218 | 1.26 | |
| 0.9603 | 106.98 | |
| 1.0000 | 0.77 | |
| 1.1483 | 9.20 |
Estimation Period:
Apr 15, 2014 to Nov 2, 2018
Apr 15, 2014 to Nov 2, 2018
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