E Kocref Cr-Reit AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.18% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 20.59 | |
| 0.2320 | 29.56 | |
| 0.7376 | 116.50 | |
| 0.0490 | 2.51 |
Estimation Period:
Jun 27, 2018 to Feb 13, 2026
Jun 27, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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