Spirit MTA REIT GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9972 | 2.75 | |
| 0.1616 | 2.00 | |
| 0.8384 | 124.43 |
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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