MGM Growth Properties LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7473 | 5.54 | |
| 0.1278 | 4.53 | |
| 0.8083 | 23.41 | |
| 0.0518 | 1.70 |
Estimation Period:
Apr 20, 2016 to Apr 22, 2022
Apr 20, 2016 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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