A Self-Administered Real Estate Investment Trust Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9616 | 9,615,500.00 | |
| 0.6165 | 6,164,860.00 | |
| 0.3835 | 3,835,140.00 | |
| -9.2221 | -92,220,620.00 | |
| 2.2005 | 22,005,150.00 | |
| -2.1362 | -21,362,240.00 | |
| -9.0643 | -90,642,600.00 | |
| 43.6665 | 436,665,000.00 | |
| -21.3653 | -213,652,700.00 | |
| 21.6725 | 216,724,900.00 | |
| 42.0441 | 420,440,800.00 | |
| -237.2275 | -2,372,275,000.00 | |
| 254.5587 | 2,545,587,000.00 |
Estimation Period:
Jul 14, 2011 to Jun 2, 2025
Jul 14, 2011 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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