Deutsche Industrie REIT-AG MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.2672 | 14.63 | |
| 0.3999 | 7.15 | |
| 0.3271 | 6.84 | |
| 10.0000 | 1.61 | |
| 0.0000 | 0.00 | |
| 0.3337 | 0.49 |
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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