Cominar Real Estate Investment Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 9.41 | |
| 0.0390 | 10.83 | |
| 0.9229 | 221.22 | |
| 0.0503 | 7.10 |
Estimation Period:
May 24, 1999 to Nov 19, 2021
May 24, 1999 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other Cominar Real Estate Investment Trust Analyses
Other GJR-GARCH Analyses on Real Estate