Monmouth Real Estate Investment Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0598 | 14.17 | |
| 0.8177 | 83.21 | |
| 0.1317 | 17.53 | |
| 0.0041 | 9.48 | |
| 0.0120 | 5.29 | |
| 0.9866 | 386.15 |
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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