NewRiver REIT plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.61% (+6.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.2210 | 14.11 | |
| 0.2077 | 4.84 | |
| -0.0445 | -2.34 | |
| 0.0625 | 0.40 | |
| 0.4227 | 0.45 | |
| 0.5773 | 0.60 |
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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