Residential REIT ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.82% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 0.87 | |
| 0.0598 | 8.25 | |
| 0.9803 | 254.49 | |
| -0.0605 | -7.07 |
Estimation Period:
Feb 28, 2022 to Feb 6, 2026
Feb 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Residential REIT ETF Analyses
Other EGARCH Analyses on ETFs