Necessity Retail REIT Inc/The EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 2.25 | |
| 0.1250 | 12.29 | |
| 0.9923 | 325.89 | |
| -0.1059 | -10.46 |
Estimation Period:
May 16, 2018 to Sep 8, 2023
May 16, 2018 to Sep 8, 2023
News Impact Curve
Volatility Forecasts
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