RAIT Financial Trust Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5130 | 5.00 | |
| 0.1922 | 5.63 | |
| 0.7083 | 17.70 | |
| 0.1228 | 2.10 | |
| -0.2090 | -2.20 | |
| 0.3795 | 4.56 | |
| -0.6349 | -8.21 | |
| 0.4060 | 4.08 | |
| 0.1894 | 1.38 | |
| -0.4527 | -4.06 |
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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