Trizec Properties Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 12.31 | |
| 0.0655 | 26.89 | |
| 0.9013 | 286.68 | |
| 0.5668 | 10.09 |
Estimation Period:
Jan 1, 1990 to May 7, 2002
Jan 1, 1990 to May 7, 2002
News Impact Curve
Volatility Forecasts
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