Sunlight Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.93% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 16.88 | |
| 0.2353 | 31.83 | |
| 0.9576 | 394.40 | |
| -0.0319 | -5.42 |
Estimation Period:
Dec 21, 2006 to Feb 13, 2026
Dec 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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