Real Estate Split Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.62% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0835 | 10.44 | |
| 0.4785 | 19.34 | |
| 0.9076 | 127.29 | |
| -0.0671 | -3.82 |
Estimation Period:
Nov 19, 2020 to Feb 6, 2026
Nov 19, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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