Retail Estates SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.49% (+4.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1082 | 26.02 | |
| 0.1918 | 42.84 | |
| 0.7523 | 183.17 | |
| 0.2308 | 8.07 |
Estimation Period:
Jan 12, 2001 to Feb 13, 2026
Jan 12, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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