E Kocref Cr-Reit GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.20% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 14.30 | |
| 0.1943 | 20.77 | |
| 0.7787 | 86.85 |
Estimation Period:
Jun 27, 2018 to Feb 6, 2026
Jun 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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