Monmouth Real Estate Investment Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5435 | 8.05 | |
| 0.1160 | 8.31 | |
| 0.8404 | 35.98 | |
| -0.0775 | -3.89 | |
| 0.0948 | 3.14 | |
| 0.0413 | 1.74 | |
| -0.1182 | -4.16 | |
| 0.0964 | 2.92 | |
| -0.0487 | -1.68 |
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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