LA Fonciere EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.45% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 2.32 | |
| 0.1849 | 35.94 | |
| 0.9763 | 639.78 | |
| -0.0060 | -1.06 |
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Mar 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Closed-end Funds