Freehold Royalties Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.48% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5782 | 5.62 | |
| 0.0755 | 6.79 | |
| 0.8898 | 56.31 | |
| -0.4587 | -3.67 | |
| 0.6091 | 3.12 | |
| -0.0888 | -0.74 | |
| -0.1508 | -1.39 | |
| 0.0637 | 0.55 | |
| 0.1808 | 1.58 | |
| -0.3205 | -2.69 | |
| 0.3260 | 3.31 | |
| -0.3998 | -4.99 | |
| 0.4797 | 4.29 |
Estimation Period:
Feb 20, 1997 to Feb 13, 2026
Feb 20, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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