Scully Royalty Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.77% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2504 | 27.02 | |
| 0.6529 | 60.55 | |
| -0.1029 | -8.47 | |
| 0.0443 | 4.02 | |
| 0.0218 | 6.51 | |
| 0.9745 | 242.96 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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