Duke Realty Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 21.17 | |
| 0.0608 | 21.66 | |
| 0.8958 | 459.14 | |
| 0.0756 | 12.64 |
Estimation Period:
Jan 1, 1990 to Sep 30, 2022
Jan 1, 1990 to Sep 30, 2022
News Impact Curve
Volatility Forecasts
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