Forest City Realty Trust Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9844 | 1.96 | |
| 0.1573 | 4.80 | |
| 0.8276 | 34.50 | |
| -0.1485 | -1.15 | |
| 0.1985 | 0.95 | |
| 0.0027 | 0.02 | |
| -0.1910 | -1.38 | |
| 0.2609 | 2.01 | |
| 0.0043 | 0.03 | |
| -0.4301 | -2.32 | |
| 0.4324 | 1.99 | |
| -0.0341 | -0.18 | |
| -0.6831 | -3.19 |
Estimation Period:
Jan 3, 1990 to Dec 7, 2018
Jan 3, 1990 to Dec 7, 2018
News Impact Curve
Volatility Forecasts
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