Dexus MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.10% (-10.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.8011 | 8,010,650.00 | |
| 0.0000 | 100.00 | |
| 0.3979 | 3,978,500.00 | |
| 2.1978 | 21,978,350.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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