Thomas Properties Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 6.31 | |
| 0.0382 | 11.31 | |
| 0.9469 | 332.82 | |
| 0.0299 | 4.15 |
Estimation Period:
Oct 5, 2004 to Dec 19, 2013
Oct 5, 2004 to Dec 19, 2013
News Impact Curve
Volatility Forecasts
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