Esr-Reit EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.79% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2529 | 12.27 | |
| 0.4742 | 17.18 | |
| 0.8736 | 67.31 | |
| -0.0661 | -2.32 |
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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