2009 Real Estate Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8687 | 3.50 | |
| 0.1325 | 1.96 | |
| 0.3134 | 1.11 | |
| -4.1789 | -1.25 | |
| 5.9657 | 1.25 | |
| -2.2476 | -0.66 | |
| 2.3206 | 0.66 | |
| -3.8065 | -0.99 | |
| 2.6921 | 0.41 | |
| -18.5624 | -1.05 |
Estimation Period:
Jul 25, 2013 to Feb 10, 2017
Jul 25, 2013 to Feb 10, 2017
News Impact Curve
Volatility Forecasts
Other 2009 Real Estate Corp Analyses
Other Spline-GARCH Analyses on Equities