Civitas Social Housing PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 7.78 | |
| 0.0000 | 0.00 | |
| 0.9072 | 204.41 | |
| 0.1849 | 12.13 |
Estimation Period:
Nov 18, 2016 to Jul 28, 2023
Nov 18, 2016 to Jul 28, 2023
News Impact Curve
Volatility Forecasts
Other Civitas Social Housing PLC Analyses
Other GJR-GARCH Analyses on Real Estate