HMG/Courtland Properties, Inc. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4036 | 5.37 | |
| 0.1104 | 4.96 | |
| 0.7405 | 13.30 | |
| -0.1670 | -1.06 | |
| 0.1138 | 0.43 | |
| 0.1333 | 0.62 | |
| -0.0038 | -0.02 | |
| -0.3136 | -1.87 | |
| 0.6183 | 3.76 | |
| -0.8483 | -5.84 | |
| 0.6502 | 3.96 | |
| -0.0151 | -0.07 | |
| -0.4741 | -1.14 |
Estimation Period:
Jan 1, 1990 to Jan 21, 2022
Jan 1, 1990 to Jan 21, 2022
News Impact Curve
Volatility Forecasts
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