Monmouth Real Estate Investment Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5335 | 8.01 | |
| 0.1153 | 8.10 | |
| 0.8418 | 37.67 | |
| -0.0785 | -3.92 | |
| 0.0962 | 3.19 | |
| 0.0399 | 1.69 | |
| -0.1152 | -4.13 | |
| 0.0894 | 2.91 | |
| -0.0320 | -0.56 |
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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