Necessity Retail REIT Inc/The GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 4.70 | |
| 0.0852 | 7.77 | |
| 0.9148 | 96.03 |
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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