Log Commercial Properties MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.70% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0272 | 3.62 | |
| 0.8810 | 95.25 | |
| 0.0419 | 5.14 | |
| 2.1021 | 0.09 | |
| 0.7021 | 0.08 | |
| 0.0000 | 0.00 |
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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