Schroder Real Estate Investment Trust Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.55% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 5.52 | |
| 0.1451 | 28.61 | |
| 0.9902 | 858.04 | |
| -0.0793 | -13.44 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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