Tritax BIG BOX Reit PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:49.12% (+3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3123 | 3.13 | |
| 0.0000 | 0.00 | |
| -0.3123 | -2.99 | |
| 1.9496 | 0.15 | |
| 0.3226 | 0.15 | |
| 0.4594 | 0.13 |
Estimation Period:
Jan 7, 2021 to Feb 13, 2026
Jan 7, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Tritax BIG BOX Reit PLC Analyses
Other MF2-GARCH Analyses on Real Estate