Kocref Reit 8 GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9670 | 17.57 | |
| 0.2992 | 6.21 | |
| 0.1839 | 6.55 | |
| 0.1548 | 1.98 |
Estimation Period:
Jun 15, 2006 to Dec 24, 2014
Jun 15, 2006 to Dec 24, 2014
News Impact Curve
Volatility Forecasts
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