Fiducial Real Estate SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.41% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0688 | 11.89 | |
| 0.8276 | 76.17 | |
| 0.0597 | 8.10 | |
| 0.0009 | 1.61 | |
| 0.0092 | 4.78 | |
| 0.9904 | 480.79 |
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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