Liberty Property Trust EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 9.52 | |
| 0.1062 | 20.07 | |
| 0.9892 | 1,648.59 | |
| -0.0478 | -12.94 |
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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