Deutsche Industrie REIT-AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4182 | 9.42 | |
| 0.1332 | 9.30 | |
| 0.6123 | 23.75 | |
| 0.2852 | 6.25 |
Estimation Period:
Dec 7, 2017 to Nov 19, 2021
Dec 7, 2017 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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