Urstadt Biddle Properties Inc. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2613 | 4.40 | |
| 0.0925 | 6.78 | |
| 0.8341 | 38.15 | |
| 0.0231 | 0.48 | |
| 0.0005 | 0.01 | |
| -0.0902 | -2.92 | |
| 0.1980 | 5.29 | |
| -0.2705 | -7.36 | |
| 0.2162 | 6.10 | |
| -0.0861 | -1.94 | |
| 0.0227 | 0.25 |
Estimation Period:
Jan 1, 1990 to Aug 11, 2023
Jan 1, 1990 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
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