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V-Lab

A Self-Administered Real Estate Investment Trust Inc MF2-GARCH Volatility Analysis

Volatility prediction for Tuesday, June 9th, 2026

1 Day

53.37%

decreased by 0.87%

1 Week

55.89%

increased by 1.65%

1 Month

53.77%

decreased by 0.47%

Analysis last updated: Tuesday, June 9, 2026 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of A Self-Administered Real Estate Investment Trust Inc MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m21
α0.19930.34
β0.15120.22
γ-0.1696-0.33
λ16.84970.01
λ20.01110.02
λ30.00000.00
Estimation Period:
Jul 14, 2011 to Jun 5, 2026