Pennsylvania Real Estate Investment Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 12.26 | |
| 0.0529 | 19.98 | |
| 0.9203 | 405.40 | |
| 0.0492 | 8.01 |
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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