Spirit MTA REIT GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9777 | 1.49 | |
| 0.3068 | 1.49 | |
| 0.8336 | 15.56 | |
| -0.3068 | -1.40 |
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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