ICADE EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.52% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0802 | 7.98 | |
| 0.1367 | 15.02 | |
| 0.9657 | 139.27 | |
| -0.0172 | -1.88 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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