Fortress Real Estate Investments Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7595 | 5.41 | |
| 0.0722 | 4.24 | |
| 0.8813 | 30.53 | |
| 0.0697 | 1.06 | |
| -0.1787 | -1.76 | |
| 0.2322 | 3.39 | |
| -0.2868 | -3.68 |
Estimation Period:
Oct 22, 2009 to Feb 23, 2024
Oct 22, 2009 to Feb 23, 2024
News Impact Curve
Volatility Forecasts
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