Spirit MTA REIT AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.7956 | -3.24 | |
| 0.7853 | 5.60 | |
| 0.7277 | 17.79 | |
| 1.4070 | 9.65 |
Estimation Period:
May 18, 2018 to Dec 31, 2019
May 18, 2018 to Dec 31, 2019
News Impact Curve
Volatility Forecasts
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