Brightbay Real Estate Partners Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5612 | 2.58 | |
| 0.1646 | 5.79 | |
| 0.6919 | 14.31 | |
| 0.3976 | 1.16 | |
| -0.0080 | -0.02 | |
| -1.2017 | -3.19 | |
| 1.2129 | 3.51 | |
| -0.5070 | -1.99 | |
| 0.1296 | 0.62 | |
| -0.0266 | -0.14 | |
| 0.3515 | 1.58 | |
| -0.7843 | -1.49 |
Estimation Period:
Aug 12, 2004 to Apr 30, 2021
Aug 12, 2004 to Apr 30, 2021
News Impact Curve
Volatility Forecasts
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