Equity Office Properties Trust AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3187 | 37.10 | |
| 0.2270 | 25.07 | |
| 0.5925 | 97.36 | |
| 0.1915 | 5.52 |
Estimation Period:
Jul 4, 1997 to Feb 9, 2007
Jul 4, 1997 to Feb 9, 2007
News Impact Curve
Volatility Forecasts
Other Equity Office Properties Trust Analyses
Other AGARCH Analyses on Real Estate