Monmouth Real Estate Investment Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 15.14 | |
| 0.0546 | 16.89 | |
| 0.8867 | 285.66 | |
| 0.1091 | 13.99 |
Estimation Period:
Jan 2, 1990 to Feb 18, 2022
Jan 2, 1990 to Feb 18, 2022
News Impact Curve
Volatility Forecasts
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