Frontier Real Estate Invt GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.02% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4930 | 4.93 | |
| 0.0827 | 48.58 | |
| 0.9884 | 449.25 | |
| 3.9008 | 18.83 |
Estimation Period:
Aug 24, 2004 to Feb 13, 2026
Aug 24, 2004 to Feb 13, 2026
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