PRO Real Estate Invstmt TR EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.60% (+2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1427 | 10.11 | |
| 0.2345 | 12.31 | |
| 0.9119 | 84.16 | |
| -0.0994 | -5.01 |
Estimation Period:
Nov 2, 2011 to Feb 6, 2026
Nov 2, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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