Cominar Real Estate Investment Trust Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1774 | 5.99 | |
| 0.1185 | 7.61 | |
| 0.8070 | 33.96 | |
| 0.0345 | 0.83 | |
| 0.0351 | 0.54 | |
| -0.1834 | -3.36 | |
| 0.1867 | 3.53 | |
| -0.0826 | -1.54 | |
| 0.0946 | 1.20 |
Estimation Period:
May 24, 1999 to Nov 19, 2021
May 24, 1999 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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