Industrials REIT Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4890 | 6.01 | |
| 0.1536 | 4.01 | |
| 0.3723 | 2.62 | |
| 1.4833 | 2.10 | |
| -3.5990 | -3.44 | |
| 3.3035 | 4.51 | |
| -1.5012 | -2.14 | |
| 1.3053 | 1.66 | |
| -2.5567 | -2.82 | |
| 2.1392 | 2.44 | |
| 0.1070 | 0.11 | |
| -1.2811 | -1.34 |
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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