Capital Property Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 5.67 | |
| 0.0245 | 9.85 | |
| 0.9731 | 815.01 | |
| -0.0002 | -0.06 |
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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