Abacus Group GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.81% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 14.05 | |
| 0.0656 | 31.57 | |
| 0.9260 | 379.36 |
Estimation Period:
Nov 14, 2002 to Feb 6, 2026
Nov 14, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Real Estate