Kocref Reit15 Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3717 | 4.23 | |
| 0.2416 | 2.75 | |
| 0.3869 | 2.21 | |
| 1.8059 | 1.01 | |
| -2.0790 | -0.76 | |
| 0.3152 | 0.17 | |
| 1.0159 | 0.64 | |
| -3.7321 | -2.26 | |
| 5.4113 | 1.63 |
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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