Urstadt Biddle Properties Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0736 | 20.33 | |
| 0.0469 | 21.16 | |
| 0.9004 | 334.24 | |
| 0.0750 | 11.94 |
Estimation Period:
Jan 1, 1990 to Aug 11, 2023
Jan 1, 1990 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
Other Urstadt Biddle Properties Inc. Analyses
Other GJR-GARCH Analyses on Real Estate