RAIT Financial Trust Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4088 | 5.25 | |
| 0.1956 | 5.51 | |
| 0.6791 | 15.24 | |
| -0.0991 | -0.46 | |
| 0.2562 | 0.69 | |
| -0.3524 | -1.38 | |
| 0.6261 | 3.76 | |
| -0.6060 | -3.72 | |
| -0.1633 | -1.04 | |
| 0.4835 | 3.47 | |
| 0.0947 | 0.80 | |
| -0.1869 | -0.94 | |
| -0.0967 | -0.19 |
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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