PSP Swiss Property AG MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.59% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0857 | 14.58 | |
| 0.6744 | 47.70 | |
| 0.1051 | 11.92 | |
| 0.0167 | 2.39 | |
| 0.0765 | 3.14 | |
| 0.9100 | 31.58 |
Estimation Period:
Mar 7, 2000 to Feb 6, 2026
Mar 7, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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