Retail Estates SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.67% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8448 | 3.62 | |
| 0.1223 | 38.31 | |
| 0.9828 | 205.55 | |
| 3.5505 | 20.98 |
Estimation Period:
Jan 12, 2001 to Feb 6, 2026
Jan 12, 2001 to Feb 6, 2026
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