CRE Logistics Reit EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.78% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 8.69 | |
| 0.1935 | 23.05 | |
| 0.9727 | 469.02 | |
| -0.0503 | -5.73 |
Estimation Period:
Feb 7, 2018 to Feb 10, 2026
Feb 7, 2018 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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