Pennsylvania Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5232 | 6.96 | |
| 0.1011 | 8.24 | |
| 0.8554 | 53.39 | |
| 0.0264 | 1.61 | |
| -0.0381 | -1.58 | |
| 0.0444 | 2.65 | |
| -0.0828 | -4.65 | |
| 0.1155 | 6.62 | |
| -0.1073 | -8.66 |
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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