V-Lab
A Self-Administered Real Estate Investment Trust Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:1.52% (-0.05%)
Analysis last updated: Tuesday, November 12, 2024 at 09:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0729 | 15.27 | |
| 0.2923 | 38.79 | |
| 0.9781 | 438.61 | |
| 0.0642 | 7.54 |
Estimation Period:
Jul 14, 2011 to Nov 8, 2024
Jul 14, 2011 to Nov 8, 2024
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