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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Premier Fund Reit MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m26
α0.03390.10
β0.48580.76
γ0.09440.46
λ11.97070.01
λ20.02720.04
λ30.00000.00
Estimation Period:
Jan 9, 2007 to Mar 27, 2026