LXI REIT Plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 9.66 | |
| 0.0487 | 9.13 | |
| 0.8976 | 210.16 | |
| 0.0952 | 6.58 |
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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