Esr-Reit GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
19.15%
decreased by 1.58%
1 Week
21.58%
increased by 0.85%
1 Month
27.97%
increased by 7.24%
Analysis last updated: Friday, June 12, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4117 | 3.85 | |
| 0.1485 | 20.44 | |
| 0.9660 | 110.00 | |
| 3.9310 | 12.00 |
Estimation Period:
Mar 29, 2022 to Jun 5, 2026
Mar 29, 2022 to Jun 5, 2026
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