V-Lab
A Self-Administered Real Estate Investment Trust Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:1.52% (-0.05%)
Analysis last updated: Saturday, May 4, 2024 at 10:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 15.01 | |
| 0.2902 | 38.98 | |
| 0.9786 | 430.72 | |
| 0.0642 | 7.52 |
Estimation Period:
Jul 14, 2011 to May 3, 2024
Jul 14, 2011 to May 3, 2024
News Impact Curve
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