RAIT Financial Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 6.70 | |
| 0.0375 | 12.07 | |
| 0.9366 | 356.80 | |
| 0.0518 | 6.40 |
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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