Equity Office Properties Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1397 | 17.05 | |
| 0.0727 | 10.11 | |
| 0.7938 | 91.98 | |
| 0.1088 | 5.71 |
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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