Retail Estates SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.48% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 20.30 | |
| 0.3005 | 46.79 | |
| 0.9279 | 302.93 | |
| -0.0462 | -7.70 |
Estimation Period:
Jan 12, 2001 to Feb 6, 2026
Jan 12, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Retail Estates SA Analyses
Other EGARCH Analyses on Real Estate