Nexus Industrial Reit EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.40% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 2.40 | |
| 0.0554 | 5.63 | |
| 1.0000 | 1,014.20 | |
| 0.0124 | 1.07 |
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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