First Capital Real Estate Investment Trust AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.37% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 7.17 | |
| 0.0632 | 38.97 | |
| 0.9299 | 578.27 | |
| 0.3557 | 9.79 |
Estimation Period:
Mar 29, 1994 to Feb 6, 2026
Mar 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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