Vastned Retail NV MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1712 | 16.48 | |
| 0.6896 | 79.80 | |
| 0.0279 | 2.48 | |
| 0.0053 | 1.89 | |
| 0.0072 | 2.39 | |
| 0.9905 | 300.89 |
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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