Schroder Immoplus AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.65% (+6.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 3.59 | |
| 0.0498 | 12.75 | |
| 0.9507 | 241.84 | |
| -0.0708 | -1.67 |
Estimation Period:
Mar 3, 1999 to Feb 6, 2026
Mar 3, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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