Brookfield Office Properties Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4486 | 4.51 | |
| 0.1602 | 5.51 | |
| 0.7652 | 21.90 | |
| -0.1423 | -1.78 | |
| -0.0555 | -0.48 | |
| 0.3652 | 4.35 | |
| -0.2667 | -3.35 | |
| 0.2434 | 3.34 | |
| -0.1848 | -2.62 | |
| -0.0629 | -0.62 | |
| 0.1743 | 1.59 |
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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