V-Lab
V-Lab
RPT Realty AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 2nd, 2024:29.26% (+0.36%)
Analysis last updated: Friday, December 29, 2023 at 11:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RPT Realty AGARCH
paramt-stat
ω0.02506.30
α0.090339.07
β0.8955398.19
γ0.719921.97
Estimation Period:
Jan 2, 1990 to Dec 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts