Social Housing Reit PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.38% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 8.13 | |
| 0.1581 | 18.52 | |
| 0.9818 | 430.06 | |
| -0.0410 | -6.19 |
Estimation Period:
Aug 8, 2017 to Feb 6, 2026
Aug 8, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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