NorthStar Realty Europe Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 13.25 | |
| 0.1761 | 9.40 | |
| 0.7866 | 80.61 | |
| 0.0746 | 2.45 |
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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