Equity Office Properties Trust EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 11.05 | |
| 0.2639 | 21.87 | |
| 0.9062 | 130.00 | |
| -0.0581 | -5.03 |
Estimation Period:
Jul 4, 1997 to Feb 9, 2007
Jul 4, 1997 to Feb 9, 2007
News Impact Curve
Volatility Forecasts
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