DCT Industrial Trust Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6820 | 3.80 | |
| 0.0869 | 6.16 | |
| 0.8937 | 54.54 | |
| -0.1700 | -2.63 | |
| 0.2394 | 2.23 | |
| -0.0192 | -0.12 |
Estimation Period:
Dec 13, 2006 to Aug 17, 2018
Dec 13, 2006 to Aug 17, 2018
News Impact Curve
Volatility Forecasts
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