Link REIT AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.53% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1801 | 25.74 | |
| 0.1383 | 25.52 | |
| 0.7743 | 130.97 | |
| 0.2153 | 6.10 |
Estimation Period:
Nov 25, 2005 to Feb 6, 2026
Nov 25, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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