New York REIT Liquidating LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1182 | 3.81 | |
| 0.4538 | 1.77 | |
| 0.0000 | 0.00 | |
| 1.4634 | 0.84 | |
| -2.0735 | -0.80 | |
| 1.5465 | 0.86 | |
| -5.4485 | -2.54 | |
| 12.3984 | 4.49 | |
| -14.5403 | -4.50 | |
| 9.0282 | 3.63 |
Estimation Period:
Apr 15, 2014 to Nov 2, 2018
Apr 15, 2014 to Nov 2, 2018
News Impact Curve
Volatility Forecasts
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