Credit Suisse Real Estate MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:1.62% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0420 | 420,280.00 | |
| -0.0840 | -840,350.00 | |
| 0.3957 | 16.30 | |
| 0.3087 | 19.08 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 13, 2020 to Feb 27, 2026
Jul 13, 2020 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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