Monogram Residential Trust Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5076 | 5.60 | |
| 0.2044 | 7.05 | |
| 0.4786 | 7.40 | |
| -0.0378 | -0.97 |
Estimation Period:
Nov 21, 2014 to Sep 15, 2017
Nov 21, 2014 to Sep 15, 2017
News Impact Curve
Volatility Forecasts
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