LNR Property LLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1447 | 8.86 | |
| 0.6475 | 18.13 | |
| 0.0057 | 0.31 | |
| 0.0000 | 0.00 | |
| 0.1875 | 3.07 | |
| 0.8125 | 12.85 |
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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