Kenedix Residential Next INV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 16.15 | |
| 0.0868 | 11.75 | |
| 0.8509 | 160.86 | |
| 0.0713 | 5.04 |
Estimation Period:
Apr 26, 2012 to Oct 27, 2023
Apr 26, 2012 to Oct 27, 2023
News Impact Curve
Volatility Forecasts
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