NorthStar Realty Europe Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3808 | 2.64 | |
| 0.3164 | 3.68 | |
| 0.5734 | 7.90 | |
| -22.6476 | -2.35 | |
| 33.5130 | 2.43 | |
| -15.3085 | -1.76 | |
| 7.0413 | 0.99 | |
| -0.8258 | -0.11 | |
| -4.6916 | -0.57 | |
| 7.7834 | 1.04 | |
| -8.6288 | -0.90 | |
| -9.1969 | -0.75 | |
| 25.7940 | 3.14 |
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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