RPT Realty AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 6.30 | |
| 0.0903 | 39.07 | |
| 0.8955 | 398.19 | |
| 0.7199 | 21.97 |
Estimation Period:
Jan 2, 1990 to Dec 29, 2023
Jan 2, 1990 to Dec 29, 2023
News Impact Curve
Volatility Forecasts
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