NorthStar Realty Europe Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 11.83 | |
| 0.3840 | 25.48 | |
| 0.9791 | 557.56 | |
| -0.0538 | -4.75 |
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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