LNR Property LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4927 | 3.41 | |
| 0.1486 | 5.57 | |
| 0.7937 | 32.78 | |
| 2.4976 | 1.09 | |
| -4.3935 | -1.22 | |
| 2.5931 | 0.96 | |
| -0.4764 | -0.16 | |
| -1.3296 | -0.34 | |
| 2.4897 | 0.63 | |
| -2.7625 | -0.86 | |
| 3.1632 | 1.10 | |
| -6.2033 | -2.05 | |
| 7.8309 | 4.23 |
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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