Fiducial Real Estate SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:12.49% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0690 | 11.88 | |
| 0.8265 | 75.60 | |
| 0.0605 | 8.17 | |
| 0.0009 | 1.61 | |
| 0.0092 | 4.78 | |
| 0.9904 | 479.85 |
Estimation Period:
Sep 21, 1990 to Feb 27, 2026
Sep 21, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other Fiducial Real Estate SA Analyses
Other MF2-GARCH Analyses on International Equities