Westfield Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 17.81 | |
| 0.0642 | 29.31 | |
| 0.9198 | 413.02 | |
| -0.2434 | -5.09 |
Estimation Period:
Jan 1, 1990 to May 25, 2018
Jan 1, 1990 to May 25, 2018
News Impact Curve
Volatility Forecasts
Other Westfield Corp Analyses
Other AGARCH Analyses on Real Estate