Value and Indexed Property Income Trust Inc Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.99% (+3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 14.67 | |
| 0.2179 | 35.28 | |
| 0.9650 | 456.06 | |
| -0.0721 | -9.78 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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