Reitir Fasteignafelag HF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.13% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 6.11 | |
| 0.0894 | 16.62 | |
| 0.9883 | 606.34 | |
| -0.0220 | -4.16 |
Estimation Period:
Apr 9, 2015 to Feb 13, 2026
Apr 9, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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