Altareit SCA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.66% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0935 | 5.22 | |
| 0.1607 | 5.95 | |
| 0.9756 | 192.77 | |
| 0.0315 | 2.91 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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