Credit Suisse Real Estate EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.44% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 6.10 | |
| 0.1904 | 11.83 | |
| 0.9455 | 154.04 | |
| -0.0383 | -2.72 |
Estimation Period:
Jul 13, 2020 to Feb 13, 2026
Jul 13, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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