Kenedix Retail Reit Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 14.26 | |
| 0.0824 | 13.33 | |
| 0.8085 | 103.44 | |
| 0.1327 | 7.33 |
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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