V-Lab: K-Top Reits Co Ltd MF2-GARCH Volatility Analysis

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K-Top Reits Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:9.55% (+0.47%)

Analysis last updated: Sunday, December 14, 2025 at 04:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.4918	24.11
$β$	0.5417	39.42
$γ$	-0.2555	-9.42
$λ_{1}$	0.1298	1.96
$λ_{2}$	0.1862	3.07
$λ_{3}$	0.7924	10.62

Estimation Period:
Jan 31, 2012 to Dec 12, 2025

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Volatility Forecasts