Cominar Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2659 | 5.89 | |
| 0.1312 | 7.83 | |
| 0.7740 | 29.00 | |
| 0.1155 | 1.41 | |
| -0.1229 | -1.00 | |
| 0.1109 | 1.35 | |
| -0.3220 | -3.99 | |
| 0.3670 | 4.24 | |
| -0.1881 | -2.42 | |
| 0.1233 | 1.39 | |
| -0.1564 | -1.89 |
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 Zero Slope Spline-GARCH Analyses on Real Estate