V-Lab
TR Property Investment Trust PLC - Ordinary Shares APARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:18.50% (+0.60%)
Analysis last updated: Saturday, September 21, 2024 at 12:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 19.52 | |
| 0.0855 | 32.97 | |
| 0.9142 | 412.00 | |
| 0.2311 | 14.94 | |
| 1.6931 | 40.58 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Jan 2, 1990 to Sep 13, 2024
News Impact Curve
Volatility Forecasts
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