UK Commercial Property REIT Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1986 | 6.45 | |
| 0.0912 | 62.69 | |
| 0.9943 | 1,153.51 | |
| 4.5301 | 31.76 |
Estimation Period:
Sep 21, 2006 to May 17, 2024
Sep 21, 2006 to May 17, 2024
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