Brookfield Office Properties Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0666 | 11.02 | |
| 0.0822 | 9.70 | |
| 0.8828 | 164.18 | |
| 0.0700 | 6.50 |
Estimation Period:
Jun 2, 1999 to Jun 6, 2014
Jun 2, 1999 to Jun 6, 2014
News Impact Curve
Volatility Forecasts
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