Covivio MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.32% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1086 | 20.30 | |
| 0.7155 | 41.82 | |
| 0.0331 | 4.72 | |
| 0.0679 | 2.20 | |
| 0.0799 | 2.13 | |
| 0.9007 | 19.52 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Real Estate