Necessity Retail REIT Inc/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3078 | 3.64 | |
| 0.1030 | 1.97 | |
| 0.6123 | 4.58 | |
| -0.3548 | -0.05 | |
| -0.2824 | -0.03 | |
| -4.3689 | -0.52 | |
| 27.3931 | 2.82 | |
| -53.0794 | -4.44 | |
| 48.5793 | 3.90 | |
| -23.9090 | -2.15 | |
| 8.6953 | 0.96 | |
| -4.3069 | -0.79 |
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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