FII REC REND GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
25.23%
increased by 3.25%
1 Week
25.06%
increased by 3.08%
1 Month
24.60%
increased by 2.62%
Analysis last updated: Friday, June 12, 2026 at 10:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1511 | 8.89 | |
| 0.1639 | 12.18 | |
| 0.7690 | 47.23 |
Estimation Period:
Apr 29, 2019 to Jun 5, 2026
Apr 29, 2019 to Jun 5, 2026
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