SK Reits Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.85% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 8.58 | |
| 0.1812 | 17.49 | |
| 0.9524 | 209.08 | |
| -0.0502 | -4.58 |
Estimation Period:
Sep 14, 2021 to Feb 13, 2026
Sep 14, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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