Liberty Property Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 14.49 | |
| 0.0130 | 5.65 | |
| 0.9410 | 374.01 | |
| 0.0654 | 17.17 |
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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