Exclusive Property Reit-Sofi EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:0.00% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3728 | -5.63 | |
| -1.7635 | -7.10 | |
| 0.3752 | 33.56 | |
| 0.8119 | 11.93 |
Estimation Period:
Aug 3, 2021 to Jan 1, 2026
Aug 3, 2021 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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