Industrials REIT Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3459 | 6.79 | |
| 0.1311 | 3.38 | |
| 0.6204 | 5.83 | |
| -0.7359 | -5.46 | |
| 1.1854 | 5.64 | |
| -0.8331 | -4.71 | |
| 0.9635 | 3.32 |
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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