Eurosic GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 12.72 | |
| 0.0688 | 23.47 | |
| 0.9312 | 392.42 |
Estimation Period:
Jan 1, 1990 to Oct 13, 2017
Jan 1, 1990 to Oct 13, 2017
News Impact Curve
Volatility Forecasts
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