Capitaland Ascendas Reit EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.40% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 20.58 | |
| 0.1238 | 27.98 | |
| 0.9908 | 1,621.54 | |
| 0.0036 | 0.78 |
Estimation Period:
Nov 18, 2002 to Feb 6, 2026
Nov 18, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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