AL Maather Reit AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:13.64% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 5.42 | |
| 0.1320 | 15.80 | |
| 0.8240 | 86.46 | |
| -0.3234 | -10.35 |
Estimation Period:
Sep 6, 2017 to Feb 5, 2026
Sep 6, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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