Plaza Retail Reit MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.87% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1646 | 23.58 | |
| 0.5884 | 50.17 | |
| 0.0894 | 7.46 | |
| 0.0022 | 2.95 | |
| 0.0164 | 7.82 | |
| 0.9825 | 434.56 |
Estimation Period:
Aug 2, 1999 to Feb 13, 2026
Aug 2, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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