Frontier Real Estate Invt MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.42% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1477 | 13.34 | |
| 0.6441 | 45.83 | |
| 0.0388 | 2.06 | |
| 0.0053 | 2.32 | |
| 0.0317 | 4.93 | |
| 0.9667 | 148.22 |
Estimation Period:
Aug 24, 2004 to Feb 10, 2026
Aug 24, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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