First Capital Real Estate Investment Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.59% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1241 | 23.72 | |
| 0.6125 | 41.37 | |
| 0.0595 | 6.36 | |
| 0.0078 | 2.30 | |
| 0.0339 | 5.05 | |
| 0.9622 | 130.26 |
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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