Equity Office Properties Trust MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0647 | 13.17 | |
| 0.7737 | 79.24 | |
| 0.1251 | 12.55 | |
| 1.3487 | 0.04 | |
| 0.1510 | 0.04 | |
| 0.0000 | 0.00 |
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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