Canadian Real Estate Investment Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 15.98 | |
| 0.0769 | 18.21 | |
| 0.8860 | 267.58 | |
| 0.0530 | 6.90 |
Estimation Period:
Sep 13, 1993 to May 4, 2018
Sep 13, 1993 to May 4, 2018
News Impact Curve
Volatility Forecasts
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