Yuexiu Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.83% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.9151 | 9,150,590.00 | |
| 0.0000 | 100.00 | |
| 0.5454 | 5,453,930.00 |
Estimation Period:
Dec 21, 2005 to Feb 13, 2026
Dec 21, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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