Esr-Reit MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.81% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7776 | 20.89 | |
| 0.0000 | 0.00 | |
| -0.5000 | -10.04 | |
| 6.2921 | 0.44 | |
| 0.4005 | 0.58 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 29, 2022 to Feb 6, 2026
Mar 29, 2022 to Feb 6, 2026
News Impact Curve
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