Tower Property Fund Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2539 | 2,539,180.00 | |
| 0.4302 | 4,301,700.00 | |
| 0.5691 | 5,690,780.00 | |
| 7.9021 | 79,021,410.00 | |
| -51.7722 | -517,722,000.00 | |
| 77.5063 | 775,063,000.00 | |
| -5.1069 | -51,068,670.00 | |
| -46.2001 | -462,001,300.00 | |
| 62.8218 | 628,217,900.00 | |
| -207.2759 | -2,072,759,000.00 | |
| -708.0140 | -7,080,140,000.00 |
Estimation Period:
Jul 19, 2013 to Dec 9, 2022
Jul 19, 2013 to Dec 9, 2022
News Impact Curve
Volatility Forecasts
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