V-Lab
TR Property Investment Trust PLC - Ordinary Shares APARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:20.31% (-0.80%)
Analysis last updated: Sunday, November 10, 2024 at 04:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 19.54 | |
| 0.0852 | 33.05 | |
| 0.9144 | 413.00 | |
| 0.2308 | 15.01 | |
| 1.6967 | 40.88 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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