Affine SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0954 | 16.24 | |
| 0.0738 | 16.41 | |
| 0.8972 | 156.20 | |
| 0.2100 | 3.58 |
Estimation Period:
Jan 1, 1990 to Dec 14, 2018
Jan 1, 1990 to Dec 14, 2018
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Real Estate