Trizec Properties Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3806 | 11.99 | |
| 0.0640 | 4.13 | |
| 0.8781 | 31.00 | |
| 0.0051 | 4.22 |
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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