Arena Reit EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.54% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 15.08 | |
| 0.1600 | 24.36 | |
| 0.9649 | 362.62 | |
| -0.0250 | -2.89 |
Estimation Period:
Jul 17, 2013 to Feb 20, 2026
Jul 17, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Real Estate