Newmark Property Reit Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8970 | 3.44 | |
| 0.4583 | 2.67 | |
| 0.0000 | 0.00 | |
| -0.7309 | -0.33 | |
| -0.0270 | -0.01 | |
| 3.2496 | 0.99 | |
| -10.7098 | -1.76 |
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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