PAREF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.02% (+18.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1625 | 12.92 | |
| 0.6593 | 34.01 | |
| 0.0427 | 2.84 | |
| 0.1605 | 1.41 | |
| 0.0450 | 1.26 | |
| 0.9030 | 12.64 |
Estimation Period:
Dec 21, 2005 to Feb 6, 2026
Dec 21, 2005 to Feb 6, 2026
News Impact Curve
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