Canadian Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.4955 | 7.43 | |
| 0.0820 | 76.13 | |
| 0.9990 | 7,625.95 | |
| 5.2767 | 21.54 |
Estimation Period:
Sep 13, 1993 to May 4, 2018
Sep 13, 1993 to May 4, 2018
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