Retail Properties of America, Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 14.55 | |
| 0.0527 | 11.36 | |
| 0.8780 | 208.15 | |
| 0.0932 | 7.79 |
Estimation Period:
Apr 6, 2012 to Oct 15, 2021
Apr 6, 2012 to Oct 15, 2021
News Impact Curve
Volatility Forecasts
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