Equity Commonwealth GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 15.80 | |
| 0.0833 | 23.04 | |
| 0.8875 | 269.92 | |
| 0.0355 | 5.10 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2025
Jan 1, 1990 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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