Esr-Reit AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.95% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9816 | 12.00 | |
| 0.4149 | 12.17 | |
| 0.5338 | 35.51 | |
| 0.3632 | 4.26 |
Estimation Period:
Mar 29, 2022 to Feb 6, 2026
Mar 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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