Log Commercial Properties AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.58% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4241 | 21.98 | |
| 0.0952 | 22.06 | |
| 0.8370 | 213.51 | |
| 0.5668 | 5.06 |
Estimation Period:
Dec 21, 2018 to Jan 30, 2026
Dec 21, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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