Trizec Properties Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4793 | 12.06 | |
| 0.0827 | 4.40 | |
| 0.8160 | 20.03 | |
| 0.0106 | 2.85 |
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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