Irish Residential Properties REIT Plc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.44% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 13.03 | |
| 0.2159 | 19.36 | |
| 0.9423 | 171.64 | |
| -0.0237 | -2.16 |
Estimation Period:
Apr 16, 2014 to Feb 6, 2026
Apr 16, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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