Property Data Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:63.65% (-10.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0277 | 5.47 | |
| 0.6124 | 24.61 | |
| 0.2275 | 15.22 | |
| 0.6293 | 0.62 | |
| 0.0894 | 0.77 | |
| 0.8560 | 4.20 |
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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