V-Lab
TR Property Investment Trust PLC - Ordinary Shares EGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:22.68% (-0.95%)
Analysis last updated: Sunday, November 10, 2024 at 04:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 15.07 | |
| 0.1551 | 28.14 | |
| 0.9725 | 685.79 | |
| -0.0526 | -10.16 |
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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