Monogram Residential Trust Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2385 | 2.55 | |
| 0.0953 | 1.59 | |
| 0.4086 | 1.18 | |
| 5.8412 | 0.60 | |
| -7.8142 | -0.60 | |
| 9.2062 | 1.33 | |
| -20.6462 | -2.79 | |
| 26.3678 | 3.30 | |
| -27.1880 | -2.77 | |
| 34.9021 | 1.95 | |
| -66.8431 | -1.87 |
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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