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{type} for {date}

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	param	t-stat
$ω$	1.0236	5.14
$α$	0.1100	8.63
$β$	0.8440	53.92
$γ_{1}$	-0.0620	-1.49
$γ_{2}$	0.0851	1.38
$γ_{3}$	-0.0537	-1.26
$γ_{4}$	0.1209	3.13
$γ_{5}$	-0.2015	-5.36
$γ_{6}$	0.1849	5.18
$γ_{7}$	-0.0862	-2.15
$γ_{8}$	0.0451	0.60

V-Lab

RPT Realty Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RPT Realty Analyses