Kenedix Retail Reit Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 7.65 | |
| 0.2778 | 20.38 | |
| 0.9425 | 201.61 | |
| -0.0774 | -6.57 |
Estimation Period:
Feb 10, 2015 to Oct 27, 2023
Feb 10, 2015 to Oct 27, 2023
News Impact Curve
Volatility Forecasts
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