Taubman Centers Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 16.68 | |
| 0.0326 | 16.11 | |
| 0.9327 | 458.32 | |
| 0.0538 | 11.86 |
Estimation Period:
Nov 20, 1992 to Dec 24, 2020
Nov 20, 1992 to Dec 24, 2020
News Impact Curve
Volatility Forecasts
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