US Diversified Real Estate ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.46% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 2.18 | |
| 0.0831 | 20.58 | |
| 0.8875 | 186.92 | |
| 0.6941 | 19.39 |
Estimation Period:
Mar 27, 2018 to Feb 6, 2026
Mar 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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