Duke Realty Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4052 | 5.42 | |
| 0.1141 | 10.50 | |
| 0.8406 | 56.57 | |
| -0.2056 | -4.70 | |
| 0.3703 | 6.04 | |
| -0.2355 | -5.29 | |
| 0.1098 | 2.61 | |
| 0.0060 | 0.15 | |
| -0.1693 | -3.84 | |
| 0.2108 | 4.30 | |
| -0.1292 | -2.48 | |
| 0.1780 | 2.05 |
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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