UK Commercial Property REIT Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 13.11 | |
| 0.0464 | 13.19 | |
| 0.9124 | 347.05 | |
| 0.0809 | 9.19 |
Estimation Period:
Sep 21, 2006 to May 17, 2024
Sep 21, 2006 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other UK Commercial Property REIT Ltd Analyses
Other GJR-GARCH Analyses on Real Estate