Spirit MTA REIT Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8345 | 3.63 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 38.6576 | 1.34 | |
| -33.4971 | -0.73 | |
| 7.4423 | 0.18 | |
| -55.7714 | -1.30 | |
| 125.9831 | 2.23 | |
| -225.5101 | -3.02 | |
| 293.1598 | 4.75 | |
| -153.0088 | -3.80 | |
| -182.4053 | -1.89 |
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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