Capital Property Fund AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 6.93 | |
| 0.0351 | 25.54 | |
| 0.9603 | 766.99 | |
| -0.0293 | -0.31 |
Estimation Period:
Apr 11, 1995 to Jun 27, 2014
Apr 11, 1995 to Jun 27, 2014
News Impact Curve
Volatility Forecasts
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