Fiducial Real Estate SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.90% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 17.21 | |
| 0.1138 | 23.07 | |
| 0.9887 | 1,044.00 | |
| -0.0223 | -2.97 |
Estimation Period:
Sep 21, 1990 to Feb 13, 2026
Sep 21, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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