Esr-Reit MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
30.48%
decreased by 2.39%
1 Week
36.41%
increased by 3.54%
1 Month
42.69%
increased by 9.82%
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 | |
|---|---|---|
| 21 | ||
| 0.7170 | 19.30 | |
| 0.0000 | 0.00 | |
| -0.5000 | -10.49 | |
| 4.7600 | 0.45 | |
| 0.4701 | 0.60 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 29, 2022 to Jun 5, 2026
Mar 29, 2022 to Jun 5, 2026
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