LNR Property LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 11.44 | |
| 0.1914 | 29.59 | |
| 0.9928 | 838.49 | |
| -0.0293 | -5.59 |
Estimation Period:
Oct 14, 1997 to Feb 3, 2005
Oct 14, 1997 to Feb 3, 2005
News Impact Curve
Volatility Forecasts
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