V-Lab
Dream Office Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:33.16% (-2.14%)
Analysis last updated: Tuesday, November 12, 2024 at 01:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 17.33 | |
| 0.2137 | 35.17 | |
| 0.9891 | 1297.99 | |
| -0.0514 | -9.90 |
Estimation Period:
Dec 4, 1995 to Nov 8, 2024
Dec 4, 1995 to Nov 8, 2024
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