Industrials REIT Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 10.52 | |
| 0.1656 | 12.24 | |
| 0.9751 | 340.10 | |
| -0.0054 | -0.34 |
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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