Pennsylvania Real Estate Investment Trust AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 7.31 | |
| 0.0814 | 35.15 | |
| 0.9159 | 384.49 | |
| 0.4288 | 16.61 |
Estimation Period:
Jan 2, 1990 to Mar 22, 2024
Jan 2, 1990 to Mar 22, 2024
News Impact Curve
Volatility Forecasts
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