Premier Fund Reit GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 27th, 2026
1 Day
114.08%
decreased by 24.04%
1 Week
114.40%
decreased by 23.72%
1 Month
115.68%
decreased by 22.44%
Analysis last updated: Wednesday, May 27, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 198.8765 | 7.07 | |
| 0.1278 | 116.50 | |
| 0.9990 | 7,035.21 | |
| 2.0004 | 1,000,195.00 |
Estimation Period:
Jan 9, 2007 to Mar 27, 2026
Jan 9, 2007 to Mar 27, 2026
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