Sycom Property Fund GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 9.21 | |
| 0.0381 | 24.44 | |
| 0.9604 | 696.99 |
Estimation Period:
Jan 10, 1990 to Mar 22, 2016
Jan 10, 1990 to Mar 22, 2016
News Impact Curve
Volatility Forecasts
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