NewRiver REIT plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.35% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 21.73 | |
| 0.1905 | 37.39 | |
| 0.9664 | 544.76 | |
| -0.0116 | -1.59 |
Estimation Period:
Sep 1, 2009 to Feb 6, 2026
Sep 1, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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