Necessity Retail REIT Inc/The Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3263 | 3.86 | |
| 0.0897 | 1.93 | |
| 0.6351 | 4.16 | |
| 1.5323 | 0.21 | |
| -2.8162 | -0.27 | |
| -3.5226 | -0.43 | |
| 27.3519 | 2.89 | |
| -53.7759 | -4.64 | |
| 50.0943 | 4.06 | |
| -26.8948 | -2.34 | |
| 15.0699 | 1.16 | |
| -19.3014 | -0.66 |
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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