Kocref Reit15 GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 4.29 | |
| 0.0204 | 8.58 | |
| 0.9796 | 359.36 |
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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