Deutsche Industrie REIT-AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7854 | 2.35 | |
| 0.1113 | 2.86 | |
| 0.5352 | 3.49 | |
| 3.8319 | 0.67 | |
| 1.7641 | 0.23 | |
| -13.3860 | -3.60 | |
| 15.2541 | 3.94 | |
| -15.5816 | -3.89 | |
| 14.8275 | 4.77 | |
| -13.9544 | -4.19 | |
| 29.5336 | 3.72 |
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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