Spirit MTA REIT Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0130 | 1.59 | |
| 0.0000 | 0.00 | |
| 0.8588 | 1.72 | |
| 39.8898 | 1.69 | |
| -52.0688 | -1.61 | |
| 31.8470 | 1.21 | |
| -66.4700 | -2.00 | |
| 125.4991 | 5.31 | |
| -126.0071 | -11.38 |
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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