ICADE MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.87% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0785 | 7.63 | |
| 0.5027 | 7.19 | |
| 0.0588 | 6.17 | |
| 1.0134 | 0.59 | |
| 0.8085 | 0.32 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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