Puldin Lion Group Reit MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
-0.00%
decreased by 47.66%
1 Week
23,344.17%
increased by 23,296.51%
1 Month
447,063,619,633,716,030.00%
increased by 447,063,619,633,716,000.00%
Analysis last updated: Wednesday, June 3, 2026 at 06:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 3.9287 | 39,287,230.00 | |
| 0.0900 | 900,080.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Feb 13, 2019 to Jan 5, 2026
Feb 13, 2019 to Jan 5, 2026
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