Mefic Reit Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:7.38% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8969 | 1.53 | |
| 0.1395 | 4.51 | |
| 0.7759 | 18.79 | |
| -0.9787 | -0.33 | |
| 2.6214 | 0.64 | |
| -2.0121 | -0.92 | |
| -1.7107 | -0.70 | |
| 5.1574 | 1.92 | |
| -5.5046 | -2.36 | |
| 4.5793 | 2.51 | |
| -4.1461 | -2.82 | |
| 4.5510 | 3.34 | |
| -6.7848 | -2.17 |
Estimation Period:
Nov 15, 2018 to Feb 5, 2026
Nov 15, 2018 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Mefic Reit Fund Analyses
Other Spline-GARCH Analyses on Real Estate