A Self-Administered Real Estate Investment Trust Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
104.08%
increased by 31.44%
1 Week
100.68%
increased by 28.04%
1 Month
89.25%
increased by 16.61%
Analysis last updated: Tuesday, June 9, 2026 at 09:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7509 | 39.95 | |
| 0.2162 | 495.86 | |
| 0.9615 | 1,198.86 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Jul 14, 2011 to Jun 8, 2026
Jul 14, 2011 to Jun 8, 2026
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