El Shams Housing & Urbanizat MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.93% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1045 | 22.90 | |
| 0.7322 | 84.60 | |
| 0.0440 | 7.14 | |
| 1.9754 | 0.72 | |
| 0.7603 | 0.71 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 9, 1998 to Feb 5, 2026
Nov 9, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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