RPT Realty MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0500 | 16.65 | |
| 0.8330 | 188.54 | |
| 0.1175 | 21.81 | |
| 0.0217 | 7.54 | |
| 0.0475 | 7.71 | |
| 0.9475 | 137.09 |
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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