Schroder Real Estate Investment Trust Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.67% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0541 | 13.82 | |
| 0.7173 | 72.91 | |
| 0.1416 | 16.14 | |
| 0.0801 | 1.31 | |
| 0.4345 | 1.35 | |
| 0.5440 | 1.58 |
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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