First Capital Real Estate Investment Trust EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.26% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 8.45 | |
| 0.1286 | 35.79 | |
| 0.9924 | 1,401.69 | |
| -0.0375 | -8.83 |
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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