UK Commercial Property REIT Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0698 | 13.92 | |
| 0.7616 | 71.77 | |
| 0.1117 | 13.42 | |
| 0.0033 | 3.20 | |
| 0.0326 | 7.00 | |
| 0.9659 | 195.45 |
Estimation Period:
Sep 21, 2006 to May 17, 2024
Sep 21, 2006 to May 17, 2024
News Impact Curve
Volatility Forecasts
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