E Kocref Cr-Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.90% (+2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3029 | 2.92 | |
| 0.1666 | 4.40 | |
| 0.7505 | 14.50 | |
| 5.0341 | 4.17 | |
| -8.2156 | -4.75 | |
| 4.0059 | 3.65 | |
| 0.1619 | 0.17 | |
| -2.3204 | -2.09 | |
| 2.4121 | 1.87 | |
| -1.8061 | -1.37 | |
| 0.9759 | 1.08 |
Estimation Period:
Jun 27, 2018 to Feb 6, 2026
Jun 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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