BTB Real Estate Investmnt TR MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.16% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1144 | 15.24 | |
| 0.6059 | 38.52 | |
| 0.1813 | 14.19 | |
| 0.0062 | 3.00 | |
| 0.0340 | 4.47 | |
| 0.9633 | 111.02 |
Estimation Period:
Oct 3, 2006 to Feb 6, 2026
Oct 3, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other BTB Real Estate Investmnt TR Analyses
Other MF2-GARCH Analyses on Real Estate