Dream Global Real Estate Investment Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1657 | 12.81 | |
| 0.0807 | 7.85 | |
| 0.7234 | 50.16 | |
| 0.0985 | 4.20 |
Estimation Period:
Aug 3, 2011 to Dec 6, 2019
Aug 3, 2011 to Dec 6, 2019
News Impact Curve
Volatility Forecasts
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