FII REC REND MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
17.46%
increased by 1.27%
1 Week
18.09%
increased by 1.90%
1 Month
18.74%
increased by 2.55%
Analysis last updated: Tuesday, June 9, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3177 | 2.39 | |
| 0.0000 | 0.00 | |
| -0.3157 | -2.39 | |
| 0.7277 | 0.13 | |
| 0.5719 | 0.17 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 29, 2019 to Jun 5, 2026
Apr 29, 2019 to Jun 5, 2026
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