Eurocommercial Properties NV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.92% (+8.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1140 | 20.18 | |
| 0.6790 | 55.13 | |
| 0.0393 | 4.59 | |
| 0.0047 | 2.16 | |
| 0.0132 | 4.60 | |
| 0.9844 | 287.25 |
Estimation Period:
Nov 20, 1991 to Feb 6, 2026
Nov 20, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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