Link REIT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.83% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0441 | 9.55 | |
| 0.1003 | 17.83 | |
| 0.9419 | 153.12 | |
| 4.9701 | 5.84 |
Estimation Period:
Nov 25, 2005 to Feb 6, 2026
Nov 25, 2005 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on Real Estate