Newmark Property Reit EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3506 | 10.23 | |
| 0.4941 | 12.79 | |
| 0.7938 | 56.12 | |
| -0.1293 | -4.36 |
Estimation Period:
Dec 6, 2021 to May 24, 2024
Dec 6, 2021 to May 24, 2024
News Impact Curve
Volatility Forecasts
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