New York REIT Liquidating LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0784 | 3.50 | |
| 0.4675 | 1.71 | |
| 0.0000 | 0.00 | |
| -0.7217 | -0.18 | |
| 3.1733 | 0.50 | |
| -4.9875 | -1.06 | |
| 4.8704 | 0.88 | |
| -5.5922 | -0.74 | |
| 1.3120 | 0.19 | |
| 7.5700 | 1.51 | |
| -0.5186 | -0.11 | |
| -22.9875 | -4.17 | |
| 40.4204 | 3.83 |
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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