ERG Capital-3 Reit AGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:307.29% (-219.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.1392 | -14.71 | |
| 0.2869 | 9.79 | |
| 0.3338 | 17.77 | |
| 3.4140 | 165.14 |
Estimation Period:
Aug 8, 2012 to Jan 1, 2026
Aug 8, 2012 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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