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{type} for {date}

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	param	t-stat
$ω$	0.7634	5.59
$α$	0.0813	7.18
$β$	0.8841	55.92
$γ_{1}$	0.1898	2.14
$γ_{2}$	-0.3140	-2.30
$γ_{3}$	0.1820	1.94
$γ_{4}$	-0.0543	-0.58
$γ_{5}$	0.0381	0.42
$γ_{6}$	-0.2176	-2.85
$γ_{7}$	0.3791	4.35
$γ_{8}$	-0.3902	-3.93
$γ_{9}$	0.5791	2.72

V-Lab

Liberty Property Trust Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Liberty Property Trust Analyses