Duke Realty Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5158 | 5.68 | |
| 0.1136 | 10.69 | |
| 0.8451 | 60.14 | |
| -0.1868 | -4.30 | |
| 0.3425 | 5.56 | |
| -0.2213 | -4.83 | |
| 0.1031 | 2.37 | |
| 0.0020 | 0.05 | |
| -0.1495 | -3.21 | |
| 0.1710 | 3.39 | |
| -0.0509 | -1.08 | |
| -0.0224 | -0.60 |
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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