LNR Property LLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0002 | -2.75 | |
| 0.1440 | 30.90 | |
| 0.8824 | 294.54 | |
| 0.0094 | 0.34 |
Estimation Period:
Oct 14, 1997 to Feb 3, 2005
Oct 14, 1997 to Feb 3, 2005
News Impact Curve
Volatility Forecasts
Other LNR Property LLC Analyses
Other AGARCH Analyses on Equities