V-Lab
New York REIT Liquidating LLC GARCH Volatility Analysis
Volatility Prediction for Monday, November 5th, 2018:19.61% (-0.11%)
Analysis last updated: Monday, March 1, 2021 at 05:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0472 | 2.31 | |
| 0.0165 | 5.15 | |
| 0.9555 | 67.75 |
Estimation Period:
Apr 15, 2014 to Nov 2, 2018
Apr 15, 2014 to Nov 2, 2018
News Impact Curve
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