Log Commercial Properties EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.81% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 11.47 | |
| 0.1405 | 16.07 | |
| 0.9755 | 492.17 | |
| -0.0434 | -6.24 |
Estimation Period:
Dec 21, 2018 to Feb 6, 2026
Dec 21, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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