Spirit Realty Capital Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0362 | 8.40 | |
| 0.7374 | 64.16 | |
| 0.2172 | 19.75 | |
| 0.0576 | 1.86 | |
| 0.0590 | 2.01 | |
| 0.9191 | 21.88 |
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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