Spirit Realty Capital Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1374 | 15.41 | |
| 0.0305 | 7.95 | |
| 0.8368 | 134.10 | |
| 0.1630 | 9.39 |
Estimation Period:
Sep 20, 2012 to Jan 19, 2024
Sep 20, 2012 to Jan 19, 2024
News Impact Curve
Volatility Forecasts
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