V-Lab
TR Property Investment Trust PLC - Ordinary Shares GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:28.32% (-1.69%)
Analysis last updated: Sunday, November 10, 2024 at 04:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0388 | 7.26 | |
| 0.0767 | 127.54 | |
| 0.9976 | 3032.10 | |
| 3 | 324.75 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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