Real Estate Investment Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.55% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0771 | 9.70 | |
| 0.2136 | 16.49 | |
| 0.9419 | 67.97 | |
| 0.0088 | 0.59 |
Estimation Period:
Feb 2, 2012 to Feb 6, 2026
Feb 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Real Estate Investment Fund Analyses
Other EGARCH Analyses on Closed-end Funds