Reis Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5674 | 4.74 | |
| 0.1300 | 5.98 | |
| 0.7473 | 15.49 | |
| -0.2693 | -1.10 | |
| 0.0063 | 0.01 | |
| 0.7351 | 1.92 | |
| -0.6843 | -2.28 | |
| 0.3168 | 1.35 | |
| -0.3696 | -1.07 | |
| 0.3997 | 1.30 | |
| -0.0810 | -0.40 | |
| -0.1142 | -0.56 | |
| 0.4147 | 0.92 |
Estimation Period:
Jun 2, 1997 to Oct 12, 2018
Jun 2, 1997 to Oct 12, 2018
News Impact Curve
Volatility Forecasts
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