Schroder Immoplus EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.05% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0018 | -0.64 | |
| 0.1593 | 11.57 | |
| 0.9606 | 210.25 | |
| 0.0139 | 0.53 |
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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