Acadia Realty Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.92% (+14.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1022 | 20.15 | |
| 0.6361 | 41.23 | |
| 0.0832 | 11.79 | |
| 0.0350 | 3.13 | |
| 0.0693 | 4.98 | |
| 0.9199 | 54.13 |
Estimation Period:
May 27, 1993 to Feb 6, 2026
May 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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