Vastned Retail NV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0844 | 14.11 | |
| 0.1633 | 17.23 | |
| 0.8147 | 174.08 | |
| -0.0069 | -0.44 |
Estimation Period:
Jan 1, 1990 to Jan 3, 2025
Jan 1, 1990 to Jan 3, 2025
News Impact Curve
Volatility Forecasts
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