Property Data Bank EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:54.19% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3200 | 7.03 | |
| 0.2190 | 13.42 | |
| 0.8756 | 49.04 | |
| -0.0462 | -3.18 |
Estimation Period:
Jun 27, 2018 to Feb 13, 2026
Jun 27, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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