Brookfield Office Properties Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4504 | 4.60 | |
| 0.1625 | 5.55 | |
| 0.7595 | 21.66 | |
| -0.1375 | -1.74 | |
| -0.0634 | -0.56 | |
| 0.3710 | 4.48 | |
| -0.2701 | -3.45 | |
| 0.2411 | 3.40 | |
| -0.1683 | -2.52 | |
| -0.1110 | -1.11 | |
| 0.2922 | 2.08 |
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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