V-Lab: New York REIT Liquidating LLC GAS-GARCH Student T Volatility Analysis

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V-Lab

New York REIT Liquidating LLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 5th, 2018:20.57% (-1.50%)

Analysis last updated: Monday, March 1, 2021 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9375	2.62
$α$	0.1494	7.48
$β$	0.9042	24.47
$ν$	3	6.43

Estimation Period:
Apr 15, 2014 to Nov 2, 2018