SA Corporate Real Estate Fund Nominees Pty Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.83% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0989 | 7.08 | |
| 0.3600 | 5.77 | |
| 0.0127 | 1.37 | |
| 0.6231 | 0.47 | |
| 0.4495 | 0.53 | |
| 0.3742 | 0.30 |
Estimation Period:
Apr 23, 1996 to Feb 6, 2026
Apr 23, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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