PAREF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.98% (+18.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2627 | 16.00 | |
| 0.1722 | 24.92 | |
| 0.7482 | 77.65 |
Estimation Period:
Dec 21, 2005 to Feb 6, 2026
Dec 21, 2005 to Feb 6, 2026
News Impact Curve
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