UK Commercial Property REIT Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5052 | 1.78 | |
| 0.1366 | 5.80 | |
| 0.7654 | 24.85 | |
| -0.5372 | -0.96 | |
| 0.2174 | 0.30 | |
| 0.5953 | 1.77 | |
| -0.5220 | -1.80 | |
| 0.7807 | 2.65 | |
| -1.0589 | -3.46 | |
| 1.0614 | 3.28 | |
| -0.8628 | -3.10 | |
| 0.4472 | 2.00 | |
| -0.3340 | -1.03 |
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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