Premia Real Estate Investment Co SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.22% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1322 | 17.86 | |
| 0.7612 | 65.30 | |
| -0.0106 | -1.30 | |
| 0.0022 | 0.65 | |
| 0.0280 | 5.83 | |
| 0.9720 | 191.01 |
Estimation Period:
Jan 8, 2008 to Feb 6, 2026
Jan 8, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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