American Residential Properties Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0702 | 5.47 | |
| 0.0120 | 2.16 | |
| 0.9003 | 82.65 | |
| 0.0822 | 5.96 |
Estimation Period:
May 9, 2013 to Feb 26, 2016
May 9, 2013 to Feb 26, 2016
News Impact Curve
Volatility Forecasts
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