PAREF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.18% (+15.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1549 | 16.23 | |
| 0.2916 | 26.66 | |
| 0.8774 | 106.05 | |
| -0.0349 | -4.33 |
Estimation Period:
Dec 21, 2005 to Feb 6, 2026
Dec 21, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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