NorthStar Realty Europe Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8653 | 4.70 | |
| 0.2875 | 3.12 | |
| 0.5708 | 6.02 | |
| 0.1963 | 0.13 | |
| 0.8619 | 0.36 | |
| -0.3916 | -0.19 | |
| -0.9090 | -0.39 | |
| -8.2479 | -2.73 |
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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