ROI Property Fund Reit EGARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:20.40% (+10.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3066 | 1.92 | |
| 0.0630 | 1.15 | |
| -0.2004 | -0.56 | |
| 0.0459 | 0.54 |
Estimation Period:
Sep 8, 2008 to Jan 30, 2026
Sep 8, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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