Newmark Property Reit Zero Slope Spline-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1570 | 4.42 | |
| 0.5599 | 1.94 | |
| 0.0000 | 0.00 | |
| 0.0068 | 0.13 |
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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