Precinct Properties Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.88% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 8.77 | |
| 0.1037 | 27.65 | |
| 0.9843 | 839.86 | |
| -0.0320 | -6.17 |
Estimation Period:
Dec 18, 1997 to Feb 5, 2026
Dec 18, 1997 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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