RPT Realty GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0553 | 21.73 | |
| 0.0423 | 17.24 | |
| 0.9043 | 415.59 | |
| 0.0872 | 15.08 |
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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