Pennsylvania Real Estate Investment Trust EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 11.46 | |
| 0.1508 | 34.46 | |
| 0.9946 | 1,680.02 | |
| -0.0387 | -9.46 |
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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