Spirit MTA REIT EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1928 | 1.06 | |
| 0.1017 | 3.20 | |
| 0.9284 | 24.13 | |
| 0.3345 | 10.31 |
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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