Industrials REIT Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 9.09 | |
| 0.0726 | 13.99 | |
| 0.9203 | 161.94 | |
| 0.2229 | 2.85 |
Estimation Period:
Dec 12, 2014 to Jun 23, 2023
Dec 12, 2014 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
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