Thomas Properties Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2891 | 4.00 | |
| 0.1367 | 5.14 | |
| 0.7327 | 12.85 | |
| -0.5080 | -1.05 | |
| 0.7923 | 1.13 | |
| 0.3328 | 0.68 | |
| -2.3699 | -4.62 | |
| 3.0704 | 6.08 | |
| -2.2727 | -4.42 | |
| 1.5817 | 2.27 |
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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