Liberty Property Trust GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 13.39 | |
| 0.0751 | 25.99 | |
| 0.9017 | 291.42 |
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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