New England Realty Associates LP EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.37% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1283 | 6.31 | |
| 0.1772 | 18.06 | |
| 0.9497 | 86.07 | |
| -0.0013 | -0.11 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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