Mefic Reit Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:11.20% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 11.46 | |
| 0.1349 | 9.68 | |
| 0.8678 | 126.39 | |
| -0.0414 | -2.30 |
Estimation Period:
Nov 15, 2018 to Feb 5, 2026
Nov 15, 2018 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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