Self Storage Group Asa Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.2953 | 322,952,600.00 | |
| 0.3117 | 3,116,740.00 | |
| 0.6859 | 6,859,140.00 | |
| 71.3718 | 713,718,400.00 | |
| -268.7393 | -2,687,393,000.00 | |
| 424.8426 | 4,248,426,000.00 | |
| -97.3825 | -973,824,600.00 | |
| -1,076.6900 | -10,766,900,000.00 | |
| 2,925.6790 | 29,256,790,000.00 | |
| -16,255.4400 | -162,554,400,000.00 |
Estimation Period:
Oct 5, 2021 to Dec 8, 2023
Oct 5, 2021 to Dec 8, 2023
News Impact Curve
Volatility Forecasts
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