Residential REIT ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.68% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4119 | 20.70 | |
| 0.1576 | 14.46 | |
| 0.5351 | 37.12 | |
| 0.6751 | 10.30 |
Estimation Period:
Feb 28, 2022 to Feb 6, 2026
Feb 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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