American Assets Trust Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.41% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0493 | 12.30 | |
| 0.8129 | 108.36 | |
| 0.1155 | 17.72 | |
| 0.0018 | 1.94 | |
| 0.0126 | 6.26 | |
| 0.9868 | 420.62 |
Estimation Period:
Jan 13, 2011 to Feb 6, 2026
Jan 13, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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