Flagship COM RE ES INV Trust AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.87% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5781 | 20.97 | |
| 0.2222 | 13.13 | |
| 0.2380 | 9.27 | |
| -0.3428 | -3.16 |
Estimation Period:
Jun 21, 2022 to Feb 6, 2026
Jun 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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