Deutsche Industrie REIT-AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9460 | 1.95 | |
| 0.1815 | 3.43 | |
| 0.5426 | 5.19 | |
| 4.0890 | 0.40 | |
| 2.2467 | 0.15 | |
| -8.0503 | -0.76 | |
| -3.6302 | -0.37 | |
| 14.6858 | 1.63 | |
| -20.6653 | -2.31 | |
| 20.0552 | 2.01 | |
| -17.5572 | -1.29 | |
| 22.1493 | 1.46 | |
| -20.3360 | -1.61 |
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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