Gulf Canadian Real Estate EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:46.66% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2675 | 24.41 | |
| 0.3367 | 38.70 | |
| 0.8981 | 202.82 | |
| -0.0098 | -1.32 |
Estimation Period:
Jan 14, 2008 to Feb 12, 2026
Jan 14, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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