First Capital Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.47% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1907 | 5.62 | |
| 0.0819 | 54.02 | |
| 0.9903 | 614.35 | |
| 4.0236 | 24.10 |
Estimation Period:
Mar 29, 1994 to Feb 6, 2026
Mar 29, 1994 to Feb 6, 2026
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