Westfield Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 17.66 | |
| 0.0513 | 15.81 | |
| 0.9394 | 467.12 | |
| -0.0035 | -0.66 |
Estimation Period:
Jan 1, 1990 to May 25, 2018
Jan 1, 1990 to May 25, 2018
News Impact Curve
Volatility Forecasts
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