Kocref Reit15 AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0011 | -1.31 | |
| 0.0185 | 9.54 | |
| 0.9842 | 509.16 | |
| 0.3485 | 7.87 |
Estimation Period:
Jan 29, 2010 to Oct 8, 2015
Jan 29, 2010 to Oct 8, 2015
News Impact Curve
Volatility Forecasts
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