Parkway Properties Inc/Md Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7707 | 6.82 | |
| 0.1021 | 7.90 | |
| 0.8437 | 45.14 | |
| -0.0492 | -0.66 | |
| -0.0825 | -0.64 | |
| 0.2903 | 2.62 | |
| -0.2061 | -1.83 | |
| 0.0744 | 0.62 | |
| 0.0255 | 0.21 | |
| 0.0092 | 0.09 | |
| -0.2933 | -3.30 | |
| 0.3674 | 3.85 | |
| -0.1456 | -2.02 |
Estimation Period:
Jan 2, 1990 to Sep 30, 2016
Jan 2, 1990 to Sep 30, 2016
News Impact Curve
Volatility Forecasts
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