V-Lab
New York REIT Liquidating LLC EGARCH Volatility Analysis
Volatility Prediction for Monday, November 5th, 2018:20.85% (-1.71%)
Analysis last updated: Monday, March 1, 2021 at 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2906 | 5.90 | |
| 0.2790 | 10.25 | |
| 0.4799 | 6.98 | |
| 0.0725 | 2.32 |
Estimation Period:
Apr 15, 2014 to Nov 2, 2018
Apr 15, 2014 to Nov 2, 2018
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