RPT Realty GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9212 | 8.25 | |
| 0.0766 | 49.48 | |
| 0.9898 | 786.80 | |
| 4.9518 | 19.90 |
Estimation Period:
Jan 2, 1990 to Dec 29, 2023
Jan 2, 1990 to Dec 29, 2023
Other GAS-GARCH Student T Analyses on Real Estate