Credit Suisse Real Estate MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:4.21% (-6.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0144 | 144,220.00 | |
| -0.0288 | -288,240.00 | |
| 0.0000 | 10.00 | |
| 0.2274 | 2,273,920.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jul 13, 2020 to Dec 23, 2025
Jul 13, 2020 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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