Nexus Industrial Reit AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.30% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 5.85 | |
| 0.0532 | 16.39 | |
| 0.9491 | 302.83 | |
| 0.0017 | 0.03 |
Estimation Period:
Nov 27, 2012 to Feb 6, 2026
Nov 27, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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