Liberty Property Trust AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 15.47 | |
| 0.0697 | 26.96 | |
| 0.9074 | 329.73 | |
| 0.4255 | 10.58 |
Estimation Period:
Jun 17, 1994 to Jan 31, 2020
Jun 17, 1994 to Jan 31, 2020
News Impact Curve
Volatility Forecasts
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