Kocref Reit15 Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3543 | 4.55 | |
| 0.2157 | 2.99 | |
| 0.2684 | 1.71 | |
| 1.8029 | 1.09 | |
| -2.0736 | -0.83 | |
| 0.3664 | 0.22 | |
| 0.7051 | 0.49 | |
| -2.6233 | -2.05 | |
| 2.4152 | 2.42 |
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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