Retail Opportunity Investments Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4257 | 3.55 | |
| 0.1510 | 5.85 | |
| 0.8148 | 31.77 | |
| 0.4929 | 2.09 | |
| -0.9829 | -2.83 | |
| 0.8835 | 3.76 | |
| -0.6513 | -3.20 | |
| 0.3229 | 1.70 | |
| -0.0361 | -0.19 | |
| 0.0336 | 0.17 | |
| -0.7688 | -2.85 |
Estimation Period:
Oct 30, 2007 to Feb 7, 2025
Oct 30, 2007 to Feb 7, 2025
News Impact Curve
Volatility Forecasts
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