NorthStar Realty Europe Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0006 | -0.85 | |
| 0.2911 | 31.84 | |
| 0.7854 | 163.90 | |
| 0.0988 | 6.18 |
Estimation Period:
Oct 20, 2015 to Sep 27, 2019
Oct 20, 2015 to Sep 27, 2019
News Impact Curve
Volatility Forecasts
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