New England Realty Associates LP MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.62% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0934 | 20.74 | |
| 0.8833 | 211.62 | |
| 0.0040 | 0.59 | |
| 0.0014 | 2.38 | |
| 0.0000 | 0.02 | |
| 0.9995 | 1,334.39 |
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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