Link REIT EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.44% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 17.22 | |
| 0.2011 | 26.80 | |
| 0.9565 | 384.46 | |
| -0.0214 | -3.12 |
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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