E Kocref Cr-Reit GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.27% (+2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.4419 | 6.04 | |
| 0.1604 | 83.83 | |
| 0.9982 | 3,430.14 | |
| 2.7297 | 115.97 |
Estimation Period:
Jun 27, 2018 to Feb 13, 2026
Jun 27, 2018 to Feb 13, 2026
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