E Kocref Cr-Reit EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.13% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 5.61 | |
| 0.3768 | 24.94 | |
| 0.9253 | 184.07 | |
| -0.0248 | -1.92 |
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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