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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1993 | 0.34 | |
| 0.1512 | 0.22 | |
| -0.1696 | -0.33 | |
| 6.8497 | 0.01 | |
| 0.0111 | 0.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 14, 2011 to Jun 5, 2026
Jul 14, 2011 to Jun 5, 2026
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