Fiducial Real Estate SA GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.15% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 8.61 | |
| 0.0335 | 18.33 | |
| 0.9665 | 542.98 |
Estimation Period:
Sep 21, 1990 to Feb 6, 2026
Sep 21, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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