LXI REIT Plc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 7.76 | |
| 0.1946 | 22.68 | |
| 0.9722 | 459.23 | |
| -0.0731 | -7.42 |
Estimation Period:
Feb 27, 2017 to Mar 1, 2024
Feb 27, 2017 to Mar 1, 2024
News Impact Curve
Volatility Forecasts
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