LA Fonciere MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.64% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0984 | 18.07 | |
| 0.8093 | 75.60 | |
| 0.0244 | 2.59 | |
| 0.0041 | 2.87 | |
| 0.0355 | 3.69 | |
| 0.9592 | 85.85 |
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Mar 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Closed-end Funds