Colony Capital Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0715 | 9.49 | |
| 0.0311 | 8.37 | |
| 0.8925 | 173.44 | |
| 0.0831 | 7.48 |
Estimation Period:
Sep 24, 2009 to Jan 6, 2017
Sep 24, 2009 to Jan 6, 2017
News Impact Curve
Volatility Forecasts
Other Colony Capital Inc Analyses
Other GJR-GARCH Analyses on Real Estate