Firm Capital Property Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.71% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1291 | 16.46 | |
| 0.6820 | 51.27 | |
| 0.0594 | 5.04 | |
| 0.0014 | 0.52 | |
| 0.0123 | 3.17 | |
| 0.9863 | 205.61 |
Estimation Period:
Dec 4, 2007 to Feb 6, 2026
Dec 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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