Igis Value Plus Reit Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.24% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1514 | 7.96 | |
| 0.5235 | 16.11 | |
| 0.1405 | 3.95 | |
| 0.0059 | 0.87 | |
| 0.0133 | 1.37 | |
| 0.9836 | 72.05 |
Estimation Period:
Jul 16, 2020 to Feb 6, 2026
Jul 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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