Tritax BIG BOX Reit PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.01% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0731 | 6.32 | |
| 0.1351 | 15.49 | |
| 0.9715 | 228.86 | |
| 0.0421 | 2.58 |
Estimation Period:
Jan 7, 2021 to Feb 13, 2026
Jan 7, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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