Power REIT MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:69.18% (-5.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2833 | 31.37 | |
| 0.4830 | 27.98 | |
| -0.0873 | -4.65 | |
| 0.0405 | 3.13 | |
| 0.0855 | 4.95 | |
| 0.9138 | 56.46 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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