Mori Trust Reit Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.82% (+4.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.7464 | 7,464,290.00 | |
| 0.0036 | 35,710.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2043 | 2,043,120.00 | |
| 0.0000 | 100.00 | |
| 0.9952 | 9,952,420.00 |
Estimation Period:
Feb 13, 2004 to Feb 10, 2026
Feb 13, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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