LA Fonciere GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.14% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 13.10 | |
| 0.0812 | 31.45 | |
| 0.9081 | 289.40 |
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Mar 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Closed-end Funds