RAIT Financial Trust EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 10.24 | |
| 0.1513 | 27.24 | |
| 0.9974 | 1,506.67 | |
| -0.0431 | -7.41 |
Estimation Period:
Jan 9, 1998 to Mar 27, 2020
Jan 9, 1998 to Mar 27, 2020
News Impact Curve
Volatility Forecasts
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