Sunlight Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.55% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0930 | 15.38 | |
| 0.7569 | 72.14 | |
| 0.0819 | 9.24 | |
| 0.0038 | 2.06 | |
| 0.0119 | 4.47 | |
| 0.9863 | 296.63 |
Estimation Period:
Dec 21, 2006 to Feb 16, 2026
Dec 21, 2006 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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