Premier Fund Reit MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 27th, 2026
1 Day
57.15%
decreased by 16.34%
1 Week
50.68%
decreased by 22.81%
1 Month
44.27%
decreased by 29.22%
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 | |
|---|---|---|
| 26 | ||
| 0.0339 | 0.10 | |
| 0.4858 | 0.76 | |
| 0.0944 | 0.46 | |
| 1.9707 | 0.01 | |
| 0.0272 | 0.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 9, 2007 to Mar 27, 2026
Jan 9, 2007 to Mar 27, 2026
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