V-Lab
A Self-Administered Real Estate Investment Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:13.20% (0.00%)
Analysis last updated: Wednesday, May 1, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 8.38 | |
| 0.1418 | 10.30 | |
| 0.9052 | 228.71 | |
| -0.0942 | -6.22 |
Estimation Period:
Jul 14, 2011 to Apr 30, 2024
Jul 14, 2011 to Apr 30, 2024
News Impact Curve
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